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 Tuesday, March 18th, 2025:3.73% (+0.57%)

Analysis last updated: Monday, March 17, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1738	4.48
$α$	0.1455	9.18
$β$	0.7711	37.10
$γ_{1}$	-0.0278	-0.92
$γ_{2}$	0.1395	2.79
$γ_{3}$	-0.2547	-5.46
$γ_{4}$	0.2247	4.45
$γ_{5}$	-0.0934	-1.57
$γ_{6}$	-0.0439	-0.75
$γ_{7}$	0.1313	3.09
$γ_{8}$	-0.1212	-3.93
$γ_{9}$	0.1096	3.94
$γ_{10}$	-0.1077	-4.22

Estimation Period:
Jun 28, 1991 to Mar 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts