V-Lab: Kuwaiti Dinar MF2-GARCH Volatility Analysis

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V-Lab

Kuwaiti Dinar MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:1.77% (+0.04%)

Analysis last updated: Friday, April 19, 2024 at 07:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.1511	14.94
$β$	0.6487	51.57
$γ$	-0.0198	-1.66
$λ_{1}$	0.0036	0.68
$λ_{2}$	0.8908	0.65
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts