V-Lab: Kuwaiti Dinar Spline-GARCH Volatility Analysis

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V-Lab

Kuwaiti Dinar Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:3.25% (-0.34%)

Analysis last updated: Friday, October 24, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1026	4.57
$α$	0.1459	9.14
$β$	0.7596	33.96
$γ_{1}$	-0.0465	-1.63
$γ_{2}$	0.1702	3.60
$γ_{3}$	-0.2822	-6.07
$γ_{4}$	0.2626	5.12
$γ_{5}$	-0.1406	-2.70
$γ_{6}$	0.0008	0.02
$γ_{7}$	0.1048	2.73
$γ_{8}$	-0.1171	-3.60
$γ_{9}$	0.1255	3.56
$γ_{10}$	-0.1642	-2.21

Estimation Period:
Jun 28, 1991 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts