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

Skip to main content

V-Lab

Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:3.96% (-0.13%)

Analysis last updated: Monday, October 13, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3649	5.22
$α$	0.1464	9.40
$β$	0.7710	38.19
$γ_{1}$	-0.0074	-0.27
$γ_{2}$	0.1119	2.34
$γ_{3}$	-0.2473	-5.13
$γ_{4}$	0.2346	4.49
$γ_{5}$	-0.1215	-2.24
$γ_{6}$	-0.0072	-0.14
$γ_{7}$	0.1002	2.48
$γ_{8}$	-0.0997	-2.89
$γ_{9}$	0.0961	3.22
$γ_{10}$	-0.1039	-4.87

Estimation Period:
Jun 28, 1991 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts