V-Lab
V-Lab

Kuwaiti Dinar Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 29th, 2024:2.63% (+0.01%)

Analysis last updated: Thursday, March 28, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwaiti Dinar SGARCH
paramt-stat
ω1.16044.35
α0.14179.37
β0.781441.03
γ1-0.0186-0.69
γ20.10882.36
γ3-0.2211-4.15
γ40.23933.73
γ5-0.1893-3.47
γ60.11012.83
γ7-0.0115-0.35
γ8-0.0287-0.74
γ90.08961.72
Estimation Period:
Jun 28, 1991 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts