V-Lab: Kuwaiti Dinar GJR-GARCH Volatility Analysis

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V-Lab

Kuwaiti Dinar GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, October 4th, 2024:1.64% (-0.01%)

Analysis last updated: Thursday, October 3, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0005	11.72
$α$	0.0826	10.53
$β$	0.8992	204.92
$γ$	0.0150	1.24

Estimation Period:
Jun 28, 1991 to Sep 27, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts