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, November 24th, 2025:3.22% (-0.24%)

Analysis last updated: Friday, November 21, 2025 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2468	4.78
$α$	0.1441	9.28
$β$	0.7696	37.23
$γ_{1}$	-0.0094	-0.33
$γ_{2}$	0.1089	2.31
$γ_{3}$	-0.2390	-5.07
$γ_{4}$	0.2319	4.49
$γ_{5}$	-0.1260	-2.40
$γ_{6}$	0.0013	0.03
$γ_{7}$	0.0945	2.41
$γ_{8}$	-0.0994	-2.93
$γ_{9}$	0.0962	3.25
$γ_{10}$	-0.1026	-4.96

Estimation Period:
Jun 28, 1991 to Nov 21, 2025

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Volatility Forecasts

Volatility Forecasts