V-Lab
V-Lab

Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:1.64% (-0.05%)

Analysis last updated: Sunday, April 21, 2024 at 02:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwaiti Dinar S0GARCH
paramt-stat
ω1.26554.45
α0.14299.46
β0.787644.21
γ1-0.0015-0.06
γ20.07951.70
γ3-0.1976-3.62
γ40.21953.39
γ5-0.1781-3.26
γ60.11232.87
γ7-0.0332-1.02
γ80.02870.77
γ9-0.0551-1.60
Estimation Period:
Jun 28, 1991 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts