Kuwaiti Dinar GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
2.30%
increased by 0.07%
1 Week
2.32%
increased by 0.09%
1 Month
2.41%
increased by 0.18%
Analysis last updated: Tuesday, June 23, 2026 at 07:51 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 | |
| 0.0757 | 10.29 | |
| 0.9055 | 237.55 | |
| 0.0172 | 1.47 |
Estimation Period:
Jun 28, 1991 to Jun 19, 2026
Jun 28, 1991 to Jun 19, 2026
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