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 Monday, December 4th, 2023:3.05% (-0.21%)

Analysis last updated: Friday, December 1, 2023 at 07:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2891	4.46
$α$	0.1413	9.37
$β$	0.7950	46.89
$γ_{1}$	-0.0068	-0.24
$γ_{2}$	0.0921	1.88
$γ_{3}$	-0.2101	-3.74
$γ_{4}$	0.2231	3.46
$γ_{5}$	-0.1676	-3.06
$γ_{6}$	0.0892	2.11
$γ_{7}$	-0.0051	-0.14
$γ_{8}$	0.0025	0.06
$γ_{9}$	-0.0365	-0.95

Estimation Period:
Jun 28, 1991 to Dec 1, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts