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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0004	12.22***
α ARCH Response to squared shocks	0.0766	10.25***
β GARCH Volatility persistence	0.9041	233.80***
γ leverage Additional response to negative shocks	0.0200	1.67*

V-Lab

Kuwaiti Dinar GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kuwaiti Dinar Analyses