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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0000
αARCH	0.1476	202.46***
βGARCH	0.9990	2,822.03***
νDF	2.0016

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000
α ARCH Response to squared shocks	0.1476	202.46***
β GARCH Volatility persistence	0.9990	2,822.03***
ν DF Student-t tail thickness	2.0016

V-Lab

US Dollar to Kuwaiti Dinar GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Kuwaiti Dinar Analyses