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

V-Lab

Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:3.22% (-0.13%)

Analysis last updated: Wednesday, June 18, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2287	4.73
$α$	0.1440	9.18
$β$	0.7716	37.27
$γ_{1}$	-0.0176	-0.61
$γ_{2}$	0.1244	2.57
$γ_{3}$	-0.2492	-5.39
$γ_{4}$	0.2289	4.57
$γ_{5}$	-0.1066	-1.90
$γ_{6}$	-0.0271	-0.49
$γ_{7}$	0.1194	2.90
$γ_{8}$	-0.1173	-3.68
$γ_{9}$	0.1114	4.03
$γ_{10}$	-0.1122	-4.87

Estimation Period:
Jun 28, 1991 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts