V-Lab: Kuwaiti Dinar MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Kuwaiti Dinar MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:2.50% (+0.20%)

Analysis last updated: Friday, November 14, 2025 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.1491	15.00
$β$	0.6143	41.55
$γ$	-0.0097	-0.79
$λ_{1}$	0.0036	0.66
$λ_{2}$	0.9009	0.65
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts