V-Lab
V-Lab
Kuwait Stock Exchange Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2015:11.56% (+3.33%)

Analysis last updated: Friday, October 23, 2015 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Kuwait Stock Exchange Index AMEM
paramt-stat
ω0.021015.41
α0.189718.94
β0.738188.46
γ0.06293.62
Estimation Period:
Oct 10, 2006 to Jan 22, 2015
Impact of return on volatility tomorrow
Volatility Forecasts