V-Lab: Kuwaiti Dinar EGARCH Volatility Analysis

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V-Lab

Kuwaiti Dinar EGARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:1.63% (+0.04%)

Analysis last updated: Friday, September 22, 2023 at 07:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.1267	-8.21
$α$	0.2107	17.87
$β$	0.9546	224.61
$γ$	-0.0108	-1.18

Estimation Period:
Jun 28, 1991 to Sep 22, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts