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 ·

All

graph of Kuwaiti Dinar S0GARCH
paramt-stat
ω1.23574.77
α0.14349.13
β0.772237.19
γ1-0.0169-0.58
γ20.12422.55
γ3-0.2492-5.40
γ40.22604.53
γ5-0.1000-1.75
γ6-0.0356-0.63
γ70.12613.04
γ8-0.1214-3.88
γ90.11504.18
γ10-0.1146-4.79
Estimation Period:
Jun 28, 1991 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts