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 Wednesday, September 18th, 2024:109.68% (+5.62%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1247	17.02
$α$	0.0541	175.76
$β$	0.9988	12330.68
$ν$	2	20001230.00

Estimation Period:
Jun 28, 1991 to Sep 13, 2024