V-Lab: Kuwaiti Dinar GARCH Volatility Analysis

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V-Lab

Kuwaiti Dinar GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:3.60% (-0.17%)

Analysis last updated: Friday, October 24, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	12.05
$α$	0.0859	20.04
$β$	0.9034	225.00

Estimation Period:
Jun 28, 1991 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts