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National Bank of Kuwait - Egypt SAE 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 SGARCH
paramt-stat
ω8.57161.30
α0.149412.74
β0.847786.36
γ11.03791.31
γ2-1.2919-1.26
γ30.30280.73
γ4-0.1860-0.49
γ50.74271.31
γ6-1.4193-1.93
γ71.19791.85
γ8-0.5894-1.06
γ90.99690.95
γ10-11.3378-6.75
Estimation Period:
Sep 30, 1996 to Aug 26, 2022
Impact of return on volatility tomorrow
Volatility Forecasts