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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1961	17.18***
α ARCH Response to squared shocks	0.0527	177.97***
β GARCH Volatility persistence	0.9988
ν DF Student-t tail thickness	2.0001

V-Lab

Kuwaiti Dinar GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kuwaiti Dinar Analyses