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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Kuwaiti Dinar AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 10, 2026

Model 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

ParameterValuet-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