V-Lab: Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:2.56% (-0.12%)

Analysis last updated: Friday, April 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2326	4.76
$α$	0.1431	9.10
$β$	0.7730	37.28
$γ_{1}$	-0.0179	-0.61
$γ_{2}$	0.1260	2.58
$γ_{3}$	-0.2503	-5.43
$γ_{4}$	0.2254	4.51
$γ_{5}$	-0.0974	-1.68
$γ_{6}$	-0.0392	-0.69
$γ_{7}$	0.1289	3.09
$γ_{8}$	-0.1229	-3.96
$γ_{9}$	0.1160	4.19
$γ_{10}$	-0.1152	-4.68

Estimation Period:
Jun 28, 1991 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts