V-Lab: Kuwaiti Dinar MF2-GARCH Volatility Analysis

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Kuwaiti Dinar MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:4.27% (+0.43%)

Analysis last updated: Monday, December 15, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.1491	15.02
$β$	0.6133	41.42
$γ$	-0.0084	-0.69
$λ_{1}$	0.0036	0.66
$λ_{2}$	0.8989	0.65
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts