V-Lab: Kuwaiti Dinar EGARCH Volatility Analysis

V-Lab

Kuwaiti Dinar EGARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:2.52% (-0.18%)

Analysis last updated: Sunday, September 14, 2025 at 01:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.1324	-9.02
$α$	0.2182	20.07
$β$	0.9524	236.09
$γ$	-0.0149	-1.63

Estimation Period:
Jun 28, 1991 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts