V-Lab: Kuwaiti Dinar GARCH Volatility Analysis

V-Lab

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V-Lab

Kuwaiti Dinar GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 12th, 2021:1.42% (+0.24%)

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0003	9.75
$α$	0.1096	26.27
$β$	0.8904	254.34

Estimation Period:
Jun 28, 1991 to May 7, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts