V-Lab
V-Lab
Kuwaiti Dinar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:1.54% (-0.04%)

Analysis last updated: Friday, December 20, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwaiti Dinar GJR-GARCH
paramt-stat
ω0.000511.77
α0.082210.51
β0.8988204.98
γ0.01581.30
Estimation Period:
Jun 28, 1991 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts