V-Lab: Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:1.75% (-0.03%)

Analysis last updated: Friday, April 26, 2024 at 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2708	4.44
$α$	0.1436	9.51
$β$	0.7875	44.37
$γ_{1}$	-0.0014	-0.05
$γ_{2}$	0.0790	1.70
$γ_{3}$	-0.1969	-3.63
$γ_{4}$	0.2188	3.39
$γ_{5}$	-0.1782	-3.28
$γ_{6}$	0.1138	2.92
$γ_{7}$	-0.0351	-1.09
$γ_{8}$	0.0297	0.80
$γ_{9}$	-0.0554	-1.61

Estimation Period:
Jun 28, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts