V-Lab
V-Lab
Kuwaiti Dinar GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:1.86% (-0.02%)

Analysis last updated: Wednesday, April 24, 2024 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwaiti Dinar GJR-GARCH
paramt-stat
ω0.000411.38
α0.080410.56
β0.9040212.45
γ0.01020.88
Estimation Period:
Jun 28, 1991 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts