Kuwaiti Dinar GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:3.83% (+0.69%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0004 | 12.11 | |
0.0772 | 10.34 | |
0.9043 | 229.34 | |
0.0167 | 1.42 |
Estimation Period:
Jun 28, 1991 to Oct 18, 2025
Jun 28, 1991 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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