V-Lab: Kuwaiti Dinar GJR-GARCH Volatility Analysis

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V-Lab

Kuwaiti Dinar GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:2.03% (-0.08%)

Analysis last updated: Thursday, April 18, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	11.35
$α$	0.0803	10.56
$β$	0.9041	212.87
$γ$	0.0102	0.87

Estimation Period:
Jun 28, 1991 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts