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

V-Lab

Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:3.39% (+0.07%)

Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0742	4.25
$α$	0.1433	8.97
$β$	0.7642	34.47
$γ_{1}$	-0.0351	-1.17
$γ_{2}$	0.1473	3.07
$γ_{3}$	-0.2592	-5.76
$γ_{4}$	0.2377	4.80
$γ_{5}$	-0.1131	-2.06
$γ_{6}$	-0.0238	-0.45
$γ_{7}$	0.1169	2.94
$γ_{8}$	-0.1147	-3.70
$γ_{9}$	0.1088	4.06
$γ_{10}$	-0.1099	-4.96

Estimation Period:
Jun 28, 1991 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts