Commercial Bank of Kuwait KPSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:217,118.94% (-10,200.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 42.5184 | 18.04 | |
| 0.0723 | 688.12 | |
| 0.9990 | 23,785.71 | |
| 2.0000 | 250,000.00 |
Estimation Period:
Dec 31, 2003 to Feb 12, 2026
Dec 31, 2003 to Feb 12, 2026
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