V-Lab: Kuwaiti Dinar EGARCH Volatility Analysis

V-Lab

Kuwaiti Dinar EGARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:2.51% (-0.03%)

Analysis last updated: Friday, May 16, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.1311	-8.92
$α$	0.2173	19.85
$β$	0.9527	235.59
$γ$	-0.0145	-1.59

Estimation Period:
Jun 28, 1991 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts