Kuwait Stock Exchange Weighted Index AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 13.68 | |
| 0.1525 | 30.06 | |
| 0.8230 | 168.72 | |
| 0.1692 | 12.14 |
Estimation Period:
Oct 13, 2006 to Mar 29, 2018
Oct 13, 2006 to Mar 29, 2018
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices