V-Lab: Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:3.03% (-0.13%)

Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2357	4.77
$α$	0.1434	9.13
$β$	0.7722	37.19
$γ_{1}$	-0.0169	-0.58
$γ_{2}$	0.1242	2.55
$γ_{3}$	-0.2492	-5.40
$γ_{4}$	0.2260	4.53
$γ_{5}$	-0.1000	-1.75
$γ_{6}$	-0.0356	-0.63
$γ_{7}$	0.1261	3.04
$γ_{8}$	-0.1214	-3.88
$γ_{9}$	0.1150	4.18
$γ_{10}$	-0.1146	-4.79

Estimation Period:
Jun 28, 1991 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts