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, January 30th, 2023:1.78% (-0.11%)

Analysis last updated: Friday, January 27, 2023, 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1432	4.14
$α$	0.1316	8.88
$β$	0.8040	45.45
$γ_{1}$	-0.0242	-0.80
$γ_{2}$	0.1246	2.44
$γ_{3}$	-0.2368	-4.42
$γ_{4}$	0.2303	3.97
$γ_{5}$	-0.1388	-2.57
$γ_{6}$	0.0272	0.56
$γ_{7}$	0.0690	1.73
$γ_{8}$	-0.0725	-2.00
$γ_{9}$	0.0244	0.88

Estimation Period:
Jun 28, 1991 to Jan 27, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts