Kuwait Stock Exchange Index GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter 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
News Impact Curve
Volatility Forecasts
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