Kuwaiti Dinar GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
2.08%
increased by 0.53%
1 Week
2.11%
increased by 0.56%
1 Month
2.22%
increased by 0.67%
Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 12.31 | |
| 0.0754 | 10.19 | |
| 0.9052 | 236.11 | |
| 0.0183 | 1.56 |
Estimation Period:
Jun 28, 1991 to May 22, 2026
Jun 28, 1991 to May 22, 2026
Other Kuwaiti Dinar Analyses
Other GJR-GARCH Analyses on Currencies