V-Lab: Kuwaiti Dinar MF2-GARCH Volatility Analysis

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Kuwaiti Dinar MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 25th, 2025:2.55% (-0.04%)

Analysis last updated: Monday, November 24, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.1489	14.96
$β$	0.6131	41.28
$γ$	-0.0090	-0.73
$λ_{1}$	0.0036	0.65
$λ_{2}$	0.9022	0.65
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts