V-Lab: Kuwaiti Dinar APARCH Volatility Analysis

V-Lab

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V-Lab

Kuwaiti Dinar APARCH Volatility Analysis

Volatility Prediction for Monday, October 28th, 2024:1.27% (-0.01%)

Analysis last updated: Friday, October 25, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0002	5.28
$α$	0.0841	13.43
$β$	0.8886	184.09
$γ$	0.0399	1.95
$δ$	2.3350	21.22

Estimation Period:
Jun 28, 1991 to Oct 25, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts