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 ·

All

graph of Kuwaiti Dinar S0GARCH
paramt-stat
ω1.22874.73
α0.14409.18
β0.771637.27
γ1-0.0176-0.61
γ20.12442.57
γ3-0.2492-5.39
γ40.22894.57
γ5-0.1066-1.90
γ6-0.0271-0.49
γ70.11942.90
γ8-0.1173-3.68
γ90.11144.03
γ10-0.1122-4.87
Estimation Period:
Jun 28, 1991 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts