Kuwaiti Dinar GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:3.44% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 12.06 | |
| 0.0767 | 10.29 | |
| 0.9045 | 230.58 | |
| 0.0172 | 1.46 |
Estimation Period:
Jun 28, 1991 to Nov 14, 2025
Jun 28, 1991 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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