V-Lab
V-Lab
Kuwait Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, April 1st, 2018:11.81% (+1.89%)

Analysis last updated: Monday, March 1, 2021 at 07:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwait Stock Exchange Weighted Index GJR-GARCH
paramt-stat
ω0.018817.74
α0.094615.59
β0.8214165.17
γ0.12009.45
Estimation Period:
Oct 13, 2006 to Mar 29, 2018
Impact of return on volatility tomorrow
Volatility Forecasts