V-Lab: Kuwaiti Dinar MF2-GARCH Volatility Analysis

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Kuwaiti Dinar MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:3.54% (-0.27%)

Analysis last updated: Monday, October 13, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.1489	14.99
$β$	0.6159	41.92
$γ$	-0.0093	-0.75
$λ_{1}$	0.0036	0.66
$λ_{2}$	0.8968	0.64
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts