V-Lab: Kuwaiti Dinar MF2-GARCH Volatility Analysis

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Kuwaiti Dinar MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:4.07% (+1.75%)

Analysis last updated: Sunday, November 2, 2025 at 02:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.1486	15.00
$β$	0.6176	42.35
$γ$	-0.0103	-0.84
$λ_{1}$	0.0036	0.66
$λ_{2}$	0.8996	0.65
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts