V-Lab: Kuwaiti Dinar Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kuwaiti Dinar Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 29th, 2024:2.78% (-0.03%)

Analysis last updated: Friday, July 26, 2024 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2010	4.46
$α$	0.1433	9.48
$β$	0.7794	41.00
$γ_{1}$	-0.0104	-0.40
$γ_{2}$	0.0928	2.08
$γ_{3}$	-0.2065	-3.92
$γ_{4}$	0.2308	3.56
$γ_{5}$	-0.1937	-3.53
$γ_{6}$	0.1285	3.45
$γ_{7}$	-0.0376	-1.21
$γ_{8}$	0.0010	0.03
$γ_{9}$	0.0521	0.82

Estimation Period:
Jun 28, 1991 to Jul 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts