V-Lab
V-Lab
Kuwaiti Dinar AGARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:3.16% (+0.74%)

Analysis last updated: Friday, January 27, 2023, 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwaiti Dinar AGARCH
paramt-stat
ω0.000410.86
α0.082517.13
β0.9065207.73
γ0.00000.00
Estimation Period:
Jun 28, 1991 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts