V-Lab: Kuwaiti Dinar Spline-GARCH Volatility Analysis

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V-Lab

Kuwaiti Dinar Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:2.28% (-0.11%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1044	4.58
$α$	0.1458	9.15
$β$	0.7598	34.10
$γ_{1}$	-0.0464	-1.63
$γ_{2}$	0.1699	3.60
$γ_{3}$	-0.2821	-6.06
$γ_{4}$	0.2630	5.11
$γ_{5}$	-0.1419	-2.73
$γ_{6}$	0.0027	0.06
$γ_{7}$	0.1029	2.69
$γ_{8}$	-0.1151	-3.52
$γ_{9}$	0.1228	3.49
$γ_{10}$	-0.1587	-2.16

Estimation Period:
Jun 28, 1991 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts