V-Lab
V-Lab

Kuwaiti Dinar Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:2.81% (+0.01%)

Analysis last updated: Tuesday, October 3, 2023 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwaiti Dinar SGARCH
paramt-stat
ω1.12574.34
α0.13859.14
β0.784040.39
γ1-0.0283-1.02
γ20.12902.74
γ3-0.2409-4.59
γ40.24904.05
γ5-0.1788-3.37
γ60.07961.94
γ70.02790.80
γ8-0.0708-1.92
γ90.14402.83
Estimation Period:
Jun 28, 1991 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts