V-Lab
V-Lab
Kuwaiti Dinar GARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:1.56% (-0.05%)

Analysis last updated: Thursday, September 19, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwaiti Dinar GARCH
paramt-stat
ω0.000511.60
α0.089919.11
β0.8989202.92
Estimation Period:
Jun 28, 1991 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts