National Bank of Kuwait - Egypt SAE EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 13.63 | |
| 0.1562 | 20.99 | |
| 0.9957 | 1,250.82 | |
| -0.0071 | -0.52 |
Estimation Period:
Sep 30, 1996 to Aug 26, 2022
Sep 30, 1996 to Aug 26, 2022
News Impact Curve
Volatility Forecasts
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