V-Lab: Kuwaiti Dinar Spline-GARCH Volatility Analysis

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V-Lab

Kuwaiti Dinar Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:2.76% (0.00%)

Analysis last updated: Friday, April 19, 2024 at 07:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1816	4.42
$α$	0.1408	9.38
$β$	0.7829	41.52
$γ_{1}$	-0.0149	-0.56
$γ_{2}$	0.1025	2.24
$γ_{3}$	-0.2168	-4.08
$γ_{4}$	0.2370	3.68
$γ_{5}$	-0.1903	-3.48
$γ_{6}$	0.1144	2.97
$γ_{7}$	-0.0176	-0.54
$γ_{8}$	-0.0215	-0.55
$γ_{9}$	0.0791	1.48

Estimation Period:
Jun 28, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts