Kuwaiti Dinar GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:3.40% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 12.11 | |
| 0.0768 | 10.29 | |
| 0.9042 | 228.45 | |
| 0.0171 | 1.45 |
Estimation Period:
Jun 28, 1991 to Oct 10, 2025
Jun 28, 1991 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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