V-Lab
V-Lab
Kuwait Stock Exchange Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2015:10.45% (+0.35%)

Analysis last updated: Friday, April 29, 2016 at 05:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwait Stock Exchange Index APARCH
paramt-stat
ω0.015214.11
α0.128424.55
β0.8578145.30
γ0.12368.55
δ2.016923.67
Estimation Period:
Jan 3, 2000 to Dec 12, 2014
Impact of return on volatility tomorrow
Volatility Forecasts