V-Lab: Kuwaiti Dinar Spline-GARCH Volatility Analysis

V-Lab

Kuwaiti Dinar Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:2.52% (-0.11%)

Analysis last updated: Thursday, July 10, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0854	4.54
$α$	0.1452	9.03
$β$	0.7602	33.68
$γ_{1}$	-0.0527	-1.81
$γ_{2}$	0.1818	3.79
$γ_{3}$	-0.2900	-6.34
$γ_{4}$	0.2609	5.22
$γ_{5}$	-0.1266	-2.34
$γ_{6}$	-0.0199	-0.38
$γ_{7}$	0.1217	3.07
$γ_{8}$	-0.1253	-3.90
$γ_{9}$	0.1251	3.21
$γ_{10}$	-0.1407	-1.62

Estimation Period:
Jun 28, 1991 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts