Kuwait Stock Exchange Weighted Index GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Sunday, April 1st, 2018):
1 Day
11.81%
1 Week
11.93%
1 Month
12.31%
Analysis last updated: Monday, March 1, 2021 at 07:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 17.74 | |
| 0.0946 | 15.59 | |
| 0.8214 | 165.17 | |
| 0.1200 | 9.45 |
Estimation Period:
Oct 13, 2006 to Mar 29, 2018
Oct 13, 2006 to Mar 29, 2018
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