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

V-Lab

Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:3.20% (-0.24%)

Analysis last updated: Friday, August 29, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2907	4.85
$α$	0.1462	9.37
$β$	0.7718	38.18
$γ_{1}$	-0.0096	-0.34
$γ_{2}$	0.1121	2.33
$γ_{3}$	-0.2434	-5.17
$γ_{4}$	0.2301	4.51
$γ_{5}$	-0.1157	-2.12
$γ_{6}$	-0.0139	-0.26
$γ_{7}$	0.1083	2.65
$γ_{8}$	-0.1091	-3.28
$γ_{9}$	0.1033	3.62
$γ_{10}$	-0.1060	-4.87

Estimation Period:
Jun 28, 1991 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts