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 Wednesday, September 18th, 2024:1.98% (+0.04%)

Analysis last updated: Tuesday, September 17, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3558	4.81
$α$	0.1464	9.41
$β$	0.7861	42.50
$γ_{1}$	-0.0154	-0.49
$γ_{2}$	0.1256	2.34
$γ_{3}$	-0.2463	-4.93
$γ_{4}$	0.2030	3.75
$γ_{5}$	-0.0611	-0.88
$γ_{6}$	-0.0757	-1.11
$γ_{7}$	0.1508	3.23
$γ_{8}$	-0.1287	-4.05
$γ_{9}$	0.1167	3.22
$γ_{10}$	-0.1143	-3.13

Estimation Period:
Jun 28, 1991 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts