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{name} Model Equation

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Param	Value	t-stat
mwindow	61
αARCH	0.1116	0.93
βGARCH	0.8505	4.29***
γleverage	0.0759	0.46
λ₁tau intercept	0.0359	0.48
λ₂forecast adj.	0.0046	0.38
λ₃tau persistence	0.9948	105.01***

Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.1116	0.93
β GARCH Volatility persistence	0.8505	4.29***
γ leverage Additional response to negative shocks	0.0759	0.46
λ₁ tau intercept Baseline long-term coefficient	0.0359	0.48
λ₂ forecast adj. Forecast performance sensitivity	0.0046	0.38
λ₃ tau persistence Long-term factor persistence	0.9948	105.01***

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