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 Friday, April 26th, 2024:1.76% (-0.07%)

Analysis last updated: Thursday, April 25, 2024 at 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2655	4.45
$α$	0.1429	9.46
$β$	0.7876	44.21
$γ_{1}$	-0.0015	-0.06
$γ_{2}$	0.0795	1.70
$γ_{3}$	-0.1976	-3.62
$γ_{4}$	0.2195	3.39
$γ_{5}$	-0.1781	-3.26
$γ_{6}$	0.1123	2.87
$γ_{7}$	-0.0332	-1.02
$γ_{8}$	0.0287	0.77
$γ_{9}$	-0.0551	-1.60

Estimation Period:
Jun 28, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts