V-Lab: Kuwaiti Dinar Spline-GARCH Volatility Analysis

V-Lab

Kuwaiti Dinar Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:2.82% (-0.18%)

Analysis last updated: Wednesday, April 16, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0812	4.49
$α$	0.1445	9.03
$β$	0.7641	34.53
$γ_{1}$	-0.0558	-1.87
$γ_{2}$	0.1880	3.81
$γ_{3}$	-0.2936	-6.38
$γ_{4}$	0.2569	5.13
$γ_{5}$	-0.1140	-1.99
$γ_{6}$	-0.0359	-0.64
$γ_{7}$	0.1324	3.22
$γ_{8}$	-0.1269	-3.95
$γ_{9}$	0.1166	2.71
$γ_{10}$	-0.1086	-1.16

Estimation Period:
Jun 28, 1991 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts