V-Lab
V-Lab
Kuwaiti Dinar GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:1.78% (-0.05%)

Analysis last updated: Tuesday, February 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwaiti Dinar GJR-GARCH
paramt-stat
ω0.000511.87
α0.082510.51
β0.8982203.50
γ0.01631.34
Estimation Period:
Jun 28, 1991 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts