V-Lab
Kuwaiti Dinar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, September 9th, 2026
1 Day
145.39%
decreased by 10.75%
1 Week
145.22%
decreased by 10.92%
1 Month
144.53%
decreased by 11.61%
Analysis last updated: Tuesday, September 8, 2026 at 07:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 28, 1991 to Sep 4, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
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Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.1852 | 4.29*** |
| αARCH | 0.0527 | 44.52*** |
| βGARCH | 0.9988 | 3,170.82*** |
| νDF | 2.0001 |
0.999
Persistence581d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1852 | 4.29*** |
α ARCH Response to squared shocks | 0.0527 | 44.52*** |
β GARCH Volatility persistence | 0.9988 | 3,170.82*** |
ν DF Student-t tail thickness | 2.0001 |
Persistence:
0.999
Half-life:
581 days
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