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{name} Model Equation

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Param	Value	t-stat
mwindow	71
αARCH	0.1014	0.91
βGARCH	0.8557	4.49***
γleverage	0.0858	0.51
λ₁tau intercept	0.0308	0.72
λ₂forecast adj.	0.0037	0.32
λ₃tau persistence	0.9956	88.24***

Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.1014	0.91
β GARCH Volatility persistence	0.8557	4.49***
γ leverage Additional response to negative shocks	0.0858	0.51
λ₁ tau intercept Baseline long-term coefficient	0.0308	0.72
λ₂ forecast adj. Forecast performance sensitivity	0.0037	0.32
λ₃ tau persistence Long-term factor persistence	0.9956	88.24***

V-Lab

US Dollar to Kuwaiti Dinar MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Kuwaiti Dinar Analyses