V-Lab
V-Lab
Kuwaiti Dinar AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:5.07% (+3.54%)

Analysis last updated: Tuesday, October 3, 2023 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwaiti Dinar AGARCH
paramt-stat
ω0.000411.08
α0.083817.81
β0.9060214.39
γ0.00000.00
Estimation Period:
Jun 28, 1991 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts