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, October 4th, 2023:150.30% (+11.45%)

Analysis last updated: Tuesday, October 3, 2023 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3189	17.01
$α$	0.0549	174.28
$β$	0.9988	12180.15
$ν$	2	20000440.00

Estimation Period:
Jun 28, 1991 to Sep 29, 2023