V-Lab
V-Lab

Kuwaiti Dinar Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:2.11% (-0.09%)

Analysis last updated: Friday, January 27, 2023, 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwaiti Dinar SGARCH
paramt-stat
ω1.09834.27
α0.13318.72
β0.794141.37
γ1-0.0398-1.36
γ20.15313.10
γ3-0.2617-5.07
γ40.25184.42
γ5-0.1525-2.89
γ60.03000.64
γ70.08022.05
γ8-0.1096-2.89
γ90.13812.55
Estimation Period:
Jun 28, 1991 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts