V-Lab: Kuwaiti Dinar MF2-GARCH Volatility Analysis

V-Lab

Kuwaiti Dinar MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:2.85% (+0.02%)

Analysis last updated: Friday, May 30, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.1493	14.99
$β$	0.6206	42.86
$γ$	-0.0123	-1.00
$λ_{1}$	0.0036	0.66
$λ_{2}$	0.8982	0.65
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts