Kuwait Stock Exchange Index Asy. MEM Volatility Analysis
Inactive
Last recorded values (Wednesday, January 28th, 2015):
1 Day
11.56%
1 Week
11.54%
1 Month
11.51%
Analysis last updated: Friday, October 23, 2015 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 15.41 | |
| 0.1897 | 18.94 | |
| 0.7381 | 88.46 | |
| 0.0629 | 3.62 |
Estimation Period:
Oct 10, 2006 to Jan 22, 2015
Oct 10, 2006 to Jan 22, 2015
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