V-Lab
V-Lab
Kuwaiti Dinar AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:3.05% (+0.88%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwaiti Dinar AGARCH
paramt-stat
ω0.000411.51
α0.085718.51
β0.9035211.06
γ0.00000.00
Estimation Period:
Jun 28, 1991 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts