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 23rd, 2024:2.05% (-0.05%)

Analysis last updated: Friday, December 20, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2215	4.67
$α$	0.1425	9.09
$β$	0.7770	38.37
$γ_{1}$	-0.0231	-0.76
$γ_{2}$	0.1350	2.67
$γ_{3}$	-0.2535	-5.43
$γ_{4}$	0.2178	4.29
$γ_{5}$	-0.0796	-1.27
$γ_{6}$	-0.0595	-0.96
$γ_{7}$	0.1410	3.25
$γ_{8}$	-0.1234	-4.11
$γ_{9}$	0.1082	3.64
$γ_{10}$	-0.1051	-3.59

Estimation Period:
Jun 28, 1991 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts