Kuwait Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Wednesday, January 28th, 2015):
1 Day
11.74%
1 Week
11.86%
1 Month
12.31%
Analysis last updated: Thursday, March 26, 2026 at 02:58 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8877 | 4.82 | |
| 0.0945 | 38.33 | |
| 0.9822 | 286.52 | |
| 3.2533 | 24.24 |
Estimation Period:
Jan 3, 2000 to Dec 12, 2014
Jan 3, 2000 to Dec 12, 2014
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