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 19th, 2024:1.85% (-0.07%)

Analysis last updated: Thursday, April 18, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2170	4.17
$α$	0.1442	9.49
$β$	0.7871	44.11
$γ_{1}$	-0.0024	-0.09
$γ_{2}$	0.0797	1.66
$γ_{3}$	-0.1969	-3.54
$γ_{4}$	0.2198	3.34
$γ_{5}$	-0.1792	-3.23
$γ_{6}$	0.1143	2.88
$γ_{7}$	-0.0351	-1.07
$γ_{8}$	0.0302	0.80
$γ_{9}$	-0.0565	-1.62

Estimation Period:
Jun 28, 1991 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts