V-Lab: Kuwaiti Dinar GJR-GARCH Volatility Analysis

V-Lab

Kuwaiti Dinar GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 25th, 2025:2.95% (+0.01%)

Analysis last updated: Thursday, April 24, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	12.26
$α$	0.0767	10.24
$β$	0.9050	228.95
$γ$	0.0163	1.38

Estimation Period:
Jun 28, 1991 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts