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 Wednesday, December 4th, 2024:1.98% (-0.02%)

Analysis last updated: Tuesday, December 3, 2024 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2187	4.66
$α$	0.1430	9.08
$β$	0.7764	38.15
$γ_{1}$	-0.0240	-0.79
$γ_{2}$	0.1366	2.69
$γ_{3}$	-0.2544	-5.44
$γ_{4}$	0.2168	4.25
$γ_{5}$	-0.0766	-1.21
$γ_{6}$	-0.0631	-1.01
$γ_{7}$	0.1436	3.29
$γ_{8}$	-0.1248	-4.17
$γ_{9}$	0.1101	3.60
$γ_{10}$	-0.1072	-3.53

Estimation Period:
Jun 28, 1991 to Nov 29, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts