V-Lab
V-Lab
Kuwait Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2015:10.45% (+0.36%)

Analysis last updated: Monday, March 1, 2021 at 08:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Kuwait Stock Exchange Index GJR-GARCH
paramt-stat
ω0.015315.92
α0.098813.54
β0.8579160.41
γ0.06465.28
Estimation Period:
Jan 3, 2000 to Dec 12, 2014
Impact of return on volatility tomorrow
Volatility Forecasts