US Dollar to Kuwaiti Dinar AGARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
7.38%
increased by 0.17%
1 Week
7.36%
increased by 0.15%
1 Month
7.24%
increased by 0.03%
Analysis last updated: Monday, July 13, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 10, 2026Model Insight
With persistence 0.994, volatility shocks have a half-life of 121 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0004 | 12.10*** |
α ARCH Response to squared shocks | 0.0866 | 20.96*** |
β GARCH Volatility persistence | 0.9077 | 254.83*** |
γ leverage Additional response to negative shocks | 0.0000 | 0.00 |
Persistence:
0.994
Half-life:
121 days
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