National Bank of Kuwait - Egypt SAE Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.5716 | 1.30 | |
| 0.1494 | 12.74 | |
| 0.8477 | 86.36 | |
| 1.0379 | 1.31 | |
| -1.2919 | -1.26 | |
| 0.3028 | 0.73 | |
| -0.1860 | -0.49 | |
| 0.7427 | 1.31 | |
| -1.4193 | -1.93 | |
| 1.1979 | 1.85 | |
| -0.5894 | -1.06 | |
| 0.9969 | 0.95 | |
| -11.3378 | -6.75 |
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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