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 Thursday, October 23rd, 2025:4.12% (-0.37%)

Analysis last updated: Wednesday, October 22, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1426	4.47
$α$	0.1496	9.25
$β$	0.7564	33.87
$γ_{1}$	-0.0263	-0.91
$γ_{2}$	0.1352	2.88
$γ_{3}$	-0.2546	-5.65
$γ_{4}$	0.2388	4.84
$γ_{5}$	-0.1230	-2.39
$γ_{6}$	-0.0048	-0.10
$γ_{7}$	0.0959	2.51
$γ_{8}$	-0.0978	-3.03
$γ_{9}$	0.0970	3.45
$γ_{10}$	-0.1039	-5.11

Estimation Period:
Jun 28, 1991 to Oct 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts