V-Lab: Kuwaiti Dinar GJR-GARCH Volatility Analysis

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V-Lab

Kuwaiti Dinar GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 14th, 2025:1.48% (+0.08%)

Analysis last updated: Monday, January 13, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0005	11.72
$α$	0.0820	10.48
$β$	0.8989	205.38
$γ$	0.0161	1.33

Estimation Period:
Jun 28, 1991 to Jan 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts