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, July 29th, 2024:1.95% (-0.03%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2015	4.60
$α$	0.1384	8.98
$β$	0.7855	40.16
$γ_{1}$	-0.0277	-0.87
$γ_{2}$	0.1426	2.68
$γ_{3}$	-0.2535	-5.24
$γ_{4}$	0.2040	3.80
$γ_{5}$	-0.0547	-0.79
$γ_{6}$	-0.0851	-1.25
$γ_{7}$	0.1557	3.40
$γ_{8}$	-0.1271	-4.05
$γ_{9}$	0.1118	2.96
$γ_{10}$	-0.1099	-2.88

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts