Kuwait Stock Exchange Index GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, January 28th, 2015):
1 Day
10.45%
1 Week
10.70%
1 Month
11.58%
Analysis last updated: Monday, March 1, 2021 at 08:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 15.92 | |
| 0.0988 | 13.54 | |
| 0.8579 | 160.41 | |
| 0.0646 | 5.28 |
Estimation Period:
Jan 3, 2000 to Dec 12, 2014
Jan 3, 2000 to Dec 12, 2014
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