V-Lab: Kuwaiti Dinar MF2-GARCH Volatility Analysis

V-Lab

Kuwaiti Dinar MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 16th, 2025:2.02% (-0.04%)

Analysis last updated: Tuesday, July 15, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.1492	15.01
$β$	0.6202	42.71
$γ$	-0.0130	-1.06
$λ_{1}$	0.0036	0.66
$λ_{2}$	0.8984	0.65
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts