V-Lab
V-Lab
Kuwaiti Dinar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:2.91% (-0.08%)
Analysis last updated: Friday, May 9, 2025 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwaiti Dinar GJR-GARCH
paramt-stat
ω0.000412.29
α0.076910.26
β0.9049229.15
γ0.01611.37
Estimation Period:
Jun 28, 1991 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts