Caroline Kennedy opens up about her dad: 'I miss him everyday'

Caroline later told CNN her father was a "historical figure", but his legacy and values were "timeless" and still lived on.

She also talked about the legacy her father left behind, having championed things like human rights, health care and immigration while in office.

"President Kennedy inspired a generation that transformed America," she said.

She also talked about the need to pass on this legacy to future generations.

"As my father said in his inaugural address, 'this work will not be finished in our lifetime, it's up to us to continue to pass these values on to our children and grandchildren'."

Caroline's three children also featured on the video, talking about their grandfather who died before they were born.

"One of the defining relationships of my life is with someone I've never met, my grandfather, President John F. Kennedy," Tatiana Kennedy Schlossberg said.

"But while my grandfather had reverence for the past, and the lessons it could impart, he also knew that America was a country where change was possible. That we aren't bound solely by tradition if we understand the past with which we are breaking."

Rose Kennedy Schlossberg, said she was inspired by her grandfather's courage in "naming the injustices in American society, and his call for action."