V-Lab: Kuwaiti Dinar EGARCH Volatility Analysis

V-Lab

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V-Lab

Kuwaiti Dinar EGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:2.00% (+0.13%)

Analysis last updated: Monday, April 22, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.1303	-8.59
$α$	0.2156	18.89
$β$	0.9533	228.33
$γ$	-0.0121	-1.33

Estimation Period:
Jun 28, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts