Kuwait Stock Exchange Weighted Index MEM Volatility Analysis
Inactive
Last recorded values (Sunday, April 1st, 2018):
1 Day
19.82%
1 Week
19.70%
1 Month
19.27%
Analysis last updated: Thursday, March 29, 2018 at 02:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 5.67 | |
| 0.2882 | 29.03 | |
| 0.6943 | 109.73 |
Estimation Period:
Oct 13, 2006 to Mar 29, 2018
Oct 13, 2006 to Mar 29, 2018
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