V-Lab: Kuwaiti Dinar APARCH Volatility Analysis

Skip to main content

V-Lab

Kuwaiti Dinar APARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:2.80% (-0.12%)

Analysis last updated: Thursday, November 13, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0002	5.62
$α$	0.0795	13.72
$β$	0.8950	211.94
$γ$	0.0463	2.23
$δ$	2.3193	22.26

Estimation Period:
Jun 28, 1991 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts