V-Lab: Kuwaiti Dinar Spline-GARCH Volatility Analysis

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V-Lab

Kuwaiti Dinar Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:2.68% (-0.02%)

Analysis last updated: Friday, April 26, 2024 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1630	4.37
$α$	0.1416	9.38
$β$	0.7808	40.88
$γ_{1}$	-0.0172	-0.64
$γ_{2}$	0.1054	2.32
$γ_{3}$	-0.2175	-4.13
$γ_{4}$	0.2375	3.71
$γ_{5}$	-0.1914	-3.52
$γ_{6}$	0.1163	3.05
$γ_{7}$	-0.0199	-0.62
$γ_{8}$	-0.0187	-0.48
$γ_{9}$	0.0736	1.37

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts