V-Lab: Kuwaiti Dinar Spline-GARCH Volatility Analysis

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V-Lab

Kuwaiti Dinar Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 9th, 2025:2.28% (+0.20%)

Analysis last updated: Monday, December 8, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1075	4.59
$α$	0.1469	9.22
$β$	0.7573	33.76
$γ_{1}$	-0.0446	-1.58
$γ_{2}$	0.1666	3.56
$γ_{3}$	-0.2800	-6.02
$γ_{4}$	0.2638	5.10
$γ_{5}$	-0.1461	-2.85
$γ_{6}$	0.0086	0.18
$γ_{7}$	0.0980	2.60
$γ_{8}$	-0.1125	-3.44
$γ_{9}$	0.1233	3.59
$γ_{10}$	-0.1698	-2.43

Estimation Period:
Jun 28, 1991 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts