V-Lab: Kuwaiti Dinar MF2-GARCH Volatility Analysis

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V-Lab

Kuwaiti Dinar MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:1.90% (-0.03%)

Analysis last updated: Friday, January 27, 2023, 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.1435	14.25
$β$	0.6754	58.42
$γ$	-0.0187	-1.76
$λ_{1}$	0.0035	0.61
$λ_{2}$	0.8846	0.59
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Jan 27, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts