Commercial Bank of Kuwait KPSC GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:21.73% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2266 | 17.53 | |
| 0.1336 | 15.40 | |
| 0.8140 | 122.58 | |
| 0.0277 | 1.34 |
Estimation Period:
Dec 31, 2003 to Feb 12, 2026
Dec 31, 2003 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other Commercial Bank of Kuwait KPSC Analyses
Other GJR-GARCH Analyses on International Equities