V-Lab: Kuwaiti Dinar GJR-GARCH Volatility Analysis

Skip to main content

V-Lab

Kuwaiti Dinar GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 21st, 2025:3.83% (+0.69%)

Analysis last updated: Monday, October 20, 2025 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	12.11
$α$	0.0772	10.34
$β$	0.9043	229.34
$γ$	0.0167	1.42

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts