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 ·

All

graph of Kuwaiti Dinar SGARCH
paramt-stat
ω1.08544.54
α0.14529.03
β0.760233.68
γ1-0.0527-1.81
γ20.18183.79
γ3-0.2900-6.34
γ40.26095.22
γ5-0.1266-2.34
γ6-0.0199-0.38
γ70.12173.07
γ8-0.1253-3.90
γ90.12513.21
γ10-0.1407-1.62
Estimation Period:
Jun 28, 1991 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts