V-Lab: Kuwaiti Dinar EGARCH Volatility Analysis

V-Lab

| |

V-Lab

Kuwaiti Dinar EGARCH Volatility Analysis

Volatility Prediction for Friday, October 11th, 2024:1.71% (-0.09%)

Analysis last updated: Thursday, October 10, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.1344	-8.96
$α$	0.2211	19.91
$β$	0.9518	230.91
$γ$	-0.0131	-1.44

Estimation Period:
Jun 28, 1991 to Oct 4, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts