V-Lab: Kuwaiti Dinar EGARCH Volatility Analysis

V-Lab

Kuwaiti Dinar EGARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:2.96% (-0.12%)

Analysis last updated: Tuesday, July 1, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.1312	-8.93
$α$	0.2171	19.87
$β$	0.9527	235.71
$γ$	-0.0142	-1.56

Estimation Period:
Jun 28, 1991 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts