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National Bank of Kuwait - Egypt SAE Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, August 27, 2022 at 08:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of National Bank of Kuwait - Egypt SAE S0GARCH
paramt-stat
ω4.63192.06
α0.07325.40
β0.923397.37
γ10.85180.99
γ2-0.9779-0.84
γ30.07330.13
γ4-0.0329-0.07
γ50.70521.20
γ6-1.4889-2.04
γ71.21261.74
γ8-0.0793-0.12
γ9-1.7459-2.20
γ102.70754.45
Estimation Period:
Sep 30, 1996 to Aug 26, 2022
Impact of return on volatility tomorrow
Volatility Forecasts