V-Lab: Kuwaiti Dinar GJR-GARCH Volatility Analysis

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V-Lab

Kuwaiti Dinar GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 4th, 2023:3.18% (-0.14%)

Analysis last updated: Sunday, December 3, 2023 at 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	11.33
$α$	0.0787	10.07
$β$	0.9048	210.81
$γ$	0.0128	1.08

Estimation Period:
Jun 28, 1991 to Dec 1, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts