US Dollar to Kuwaiti Dinar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
106.77%
decreased by 25.66%
1 Week
106.66%
decreased by 25.77%
1 Month
106.24%
decreased by 26.19%
Analysis last updated: Sunday, July 12, 2026 at 01:48 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
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
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0000 | |
α ARCH Response to squared shocks | 0.1493 | 781.51*** |
β GARCH Volatility persistence | 0.9990 | |
ν DF Student-t tail thickness | 2.0002 |
Persistence:
0.999
Half-life:
693 days
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