V-Lab: Kuwaiti Dinar AGARCH Volatility Analysis

V-Lab

Kuwaiti Dinar AGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:2.47% (-0.10%)

Analysis last updated: Friday, July 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	12.25
$α$	0.0850	19.86
$β$	0.9042	226.67
$γ$	0.0000	0.00

Estimation Period:
Jun 28, 1991 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts