V-Lab: Kuwaiti Dinar MF2-GARCH Volatility Analysis

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V-Lab

Kuwaiti Dinar MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 29th, 2024:0.07% (-0.75%)

Analysis last updated: Friday, July 26, 2024 at 07:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.7037	7037420.00
$β$	0.0463	462580.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.1524	1524430.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.9941	9940640.00

Estimation Period:
Jan 2, 1990 to Jul 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts