V-Lab: Kuwaiti Dinar Spline-GARCH Volatility Analysis

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V-Lab

Kuwaiti Dinar Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 14th, 2025:1.85% (+0.12%)

Analysis last updated: Monday, January 13, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0787	4.43
$α$	0.1439	8.96
$β$	0.7682	35.59
$γ_{1}$	-0.0597	-1.94
$γ_{2}$	0.1949	3.84
$γ_{3}$	-0.2963	-6.35
$γ_{4}$	0.2512	4.94
$γ_{5}$	-0.0998	-1.64
$γ_{6}$	-0.0529	-0.89
$γ_{7}$	0.1451	3.42
$γ_{8}$	-0.1353	-4.36
$γ_{9}$	0.1290	3.09
$γ_{10}$	-0.1524	-1.94

Estimation Period:
Jun 28, 1991 to Jan 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts