V-Lab
V-Lab
Kuwaiti Dinar GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:1.75% (-0.05%)

Analysis last updated: Friday, April 26, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwaiti Dinar GARCH
paramt-stat
ω0.000411.57
α0.085818.51
β0.9032209.86
Estimation Period:
Jun 28, 1991 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts