V-Lab
V-Lab

Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 18th, 2025:3.73% (+0.57%)
Analysis last updated: Monday, March 17, 2025 at 07:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwaiti Dinar S0GARCH
paramt-stat
ω1.17384.48
α0.14559.18
β0.771137.10
γ1-0.0278-0.92
γ20.13952.79
γ3-0.2547-5.46
γ40.22474.45
γ5-0.0934-1.57
γ6-0.0439-0.75
γ70.13133.09
γ8-0.1212-3.93
γ90.10963.94
γ10-0.1077-4.22
Estimation Period:
Jun 28, 1991 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts