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

V-Lab

| |

V-Lab

Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:1.88% (+0.01%)

Analysis last updated: Tuesday, February 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1726	4.30
$α$	0.1471	9.32
$β$	0.7760	39.22
$γ_{1}$	-0.0297	-0.95
$γ_{2}$	0.1420	2.75
$γ_{3}$	-0.2543	-5.32
$γ_{4}$	0.2203	4.28
$γ_{5}$	-0.0855	-1.37
$γ_{6}$	-0.0526	-0.85
$γ_{7}$	0.1367	3.12
$γ_{8}$	-0.1217	-3.95
$γ_{9}$	0.1064	3.67
$γ_{10}$	-0.1032	-3.72

Estimation Period:
Jun 28, 1991 to Jan 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts