V-Lab: Kuwaiti Dinar MF2-GARCH Volatility Analysis

V-Lab

|

V-Lab

Kuwaiti Dinar MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:1.38% (-0.25%)

Analysis last updated: Friday, September 22, 2023 at 07:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.1496	14.96
$β$	0.6615	55.64
$γ$	-0.0234	-2.07
$λ_{1}$	0.0036	0.65
$λ_{2}$	0.8915	0.64
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Sep 22, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts