National Bank of Kuwait - Egypt SAE Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6319 | 2.06 | |
| 0.0732 | 5.40 | |
| 0.9233 | 97.37 | |
| 0.8518 | 0.99 | |
| -0.9779 | -0.84 | |
| 0.0733 | 0.13 | |
| -0.0329 | -0.07 | |
| 0.7052 | 1.20 | |
| -1.4889 | -2.04 | |
| 1.2126 | 1.74 | |
| -0.0793 | -0.12 | |
| -1.7459 | -2.20 | |
| 2.7075 | 4.45 |
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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