Kuwaiti Dinar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, October 15th, 2026
1 Day
154.40%
decreased by 7.08%
1 Week
154.21%
decreased by 7.27%
1 Month
153.49%
decreased by 7.99%
Analysis last updated: Wednesday, October 14, 2026 at 08:14 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 28, 1991 to Oct 9, 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 | 0.0900 | 4.29*** |
| αARCH | 0.0527 | 44.56*** |
| βGARCH | 0.9988 | 3,191.10*** |
| νDF | 2.0002 |
0.999
Persistence584d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0900 | 4.29*** |
α ARCH Response to squared shocks | 0.0527 | 44.56*** |
β GARCH Volatility persistence | 0.9988 | 3,191.10*** |
ν DF Student-t tail thickness | 2.0002 |
Persistence:
0.999
Half-life:
584 days
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