V-Lab: Kuwaiti Dinar Spline-GARCH Volatility Analysis

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V-Lab

Kuwaiti Dinar Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 25th, 2025:2.44% (-0.12%)

Analysis last updated: Monday, November 24, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1483	4.72
$α$	0.1460	9.20
$β$	0.7599	34.26
$γ_{1}$	-0.0374	-1.33
$γ_{2}$	0.1568	3.35
$γ_{3}$	-0.2763	-5.92
$γ_{4}$	0.2615	5.05
$γ_{5}$	-0.1437	-2.78
$γ_{6}$	0.0063	0.13
$γ_{7}$	0.0996	2.62
$γ_{8}$	-0.1126	-3.43
$γ_{9}$	0.1208	3.45
$γ_{10}$	-0.1582	-2.17

Estimation Period:
Jun 28, 1991 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts