V-Lab
V-Lab

Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:1.78% (-0.11%)

Analysis last updated: Friday, January 27, 2023, 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwaiti Dinar S0GARCH
paramt-stat
ω1.14324.14
α0.13168.88
β0.804045.45
γ1-0.0242-0.80
γ20.12462.44
γ3-0.2368-4.42
γ40.23033.97
γ5-0.1388-2.57
γ60.02720.56
γ70.06901.73
γ8-0.0725-2.00
γ90.02440.88
Estimation Period:
Jun 28, 1991 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts