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

V-Lab

Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:2.65% (+0.06%)

Analysis last updated: Friday, May 30, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2390	4.78
$α$	0.1437	9.14
$β$	0.7714	37.03
$γ_{1}$	-0.0161	-0.55
$γ_{2}$	0.1226	2.53
$γ_{3}$	-0.2485	-5.39
$γ_{4}$	0.2270	4.55
$γ_{5}$	-0.1030	-1.82
$γ_{6}$	-0.0318	-0.57
$γ_{7}$	0.1229	2.99
$γ_{8}$	-0.1191	-3.78
$γ_{9}$	0.1124	4.09
$γ_{10}$	-0.1124	-4.81

Estimation Period:
Jun 28, 1991 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts