V-Lab
V-Lab

Kuwaiti Dinar Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:2.88% (-0.03%)

Analysis last updated: Monday, April 15, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwaiti Dinar SGARCH
paramt-stat
ω1.17424.41
α0.14039.37
β0.783241.54
γ1-0.0161-0.60
γ20.10432.28
γ3-0.2175-4.10
γ40.23733.69
γ5-0.1904-3.49
γ60.11432.98
γ7-0.0171-0.53
γ8-0.0229-0.59
γ90.08391.57
Estimation Period:
Jun 28, 1991 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts