US Dollar to Kuwaiti Dinar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 19th, 2026
1 Day
75,519.09%
increased by 16,960.10%
1 Week
75,443.60%
increased by 16,884.61%
1 Month
75,142.94%
increased by 16,583.95%
Analysis last updated: Sunday, October 18, 2026 at 03:09 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Oct 16, 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 | 0.0000 | 4.00*** |
| αARCH | 0.1472 | 186.53*** |
| βGARCH | 0.9990 | 4,145.23*** |
| νDF | 2.0000 |
0.999
Persistence693d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0000 | 4.00*** |
α ARCH Response to squared shocks | 0.1472 | 186.53*** |
β GARCH Volatility persistence | 0.9990 | 4,145.23*** |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
693 days
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