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

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V-Lab

Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:2.47% (-0.04%)

Analysis last updated: Friday, December 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3169	5.07
$α$	0.1462	9.39
$β$	0.7681	37.42
$γ_{1}$	-0.0064	-0.23
$γ_{2}$	0.1054	2.27
$γ_{3}$	-0.2371	-5.03
$γ_{4}$	0.2293	4.44
$γ_{5}$	-0.1240	-2.38
$γ_{6}$	0.0003	0.01
$γ_{7}$	0.0947	2.43
$γ_{8}$	-0.0980	-2.87
$γ_{9}$	0.0923	3.08
$γ_{10}$	-0.0987	-4.79

Estimation Period:
Jun 28, 1991 to Dec 12, 2025

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Volatility Forecasts

Volatility Forecasts