V-Lab: Kuwaiti Dinar GJR-GARCH Volatility Analysis

V-Lab

Kuwaiti Dinar GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:2.07% (+0.06%)

Analysis last updated: Friday, May 30, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	12.03
$α$	0.0771	10.28
$β$	0.9045	227.77
$γ$	0.0162	1.37

Estimation Period:
Jun 28, 1991 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts