V-Lab: Kuwaiti Dinar GAS-GARCH Student T Volatility Analysis

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V-Lab

Kuwaiti Dinar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:166.05% (-11.39%)

Analysis last updated: Friday, December 20, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4901	17.14
$α$	0.0540	175.85
$β$	0.9988	12330.68
$ν$	2	20000320.00

Estimation Period:
Jun 28, 1991 to Dec 20, 2024