V-Lab
V-Lab
Kuwait Stock Exchange Weighted Index APARCH Volatility Analysis
Volatility Prediction for Sunday, April 1st, 2018:11.58% (+1.83%)

Analysis last updated: Thursday, March 29, 2018 at 02:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwait Stock Exchange Weighted Index APARCH
paramt-stat
ω0.022218.46
α0.158030.00
β0.8299155.12
γ0.227513.64
δ1.601521.33
Estimation Period:
Oct 13, 2006 to Mar 29, 2018
Impact of return on volatility tomorrow
Volatility Forecasts