V-Lab: Kuwaiti Dinar GJR-GARCH Volatility Analysis

V-Lab

|

V-Lab

Kuwaiti Dinar GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, June 2nd, 2023:1.64% (-0.05%)

Analysis last updated: Thursday, June 1, 2023 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	11.06
$α$	0.0782	10.27
$β$	0.9081	217.97
$γ$	0.0080	0.70

Estimation Period:
Jun 28, 1991 to May 27, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts