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 Thursday, November 13th, 2025:2.56% (-0.11%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3355	5.07
$α$	0.1468	9.43
$β$	0.7699	37.93
$γ_{1}$	-0.0049	-0.17
$γ_{2}$	0.1045	2.21
$γ_{3}$	-0.2390	-5.03
$γ_{4}$	0.2309	4.46
$γ_{5}$	-0.1240	-2.33
$γ_{6}$	-0.0007	-0.01
$γ_{7}$	0.0955	2.40
$γ_{8}$	-0.0997	-2.94
$γ_{9}$	0.0965	3.28
$γ_{10}$	-0.1025	-4.93

Estimation Period:
Jun 28, 1991 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts