V-Lab

Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:3.19% (-0.21%)
Analysis last updated: Tuesday, July 1, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwaiti Dinar S0GARCH
paramt-stat
ω1.07424.25
α0.14338.97
β0.764234.47
γ1-0.0351-1.17
γ20.14733.07
γ3-0.2592-5.76
γ40.23774.80
γ5-0.1131-2.06
γ6-0.0238-0.45
γ70.11692.94
γ8-0.1147-3.70
γ90.10884.06
γ10-0.1099-4.96
Estimation Period:
Jun 28, 1991 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts