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, June 2nd, 2023:1.35% (-0.06%)

Analysis last updated: Thursday, June 1, 2023 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2636	4.20
$α$	0.1449	9.20
$β$	0.7947	47.62
$γ_{1}$	-0.0124	-0.42
$γ_{2}$	0.1051	2.05
$γ_{3}$	-0.2240	-3.99
$γ_{4}$	0.2270	3.67
$γ_{5}$	-0.1515	-2.76
$γ_{6}$	0.0558	1.18
$γ_{7}$	0.0316	0.77
$γ_{8}$	-0.0275	-0.60
$γ_{9}$	-0.0164	-0.39

Estimation Period:
Jun 28, 1991 to May 27, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts