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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of US Dollar to Kuwaiti Dinar GAS-GARCH-T

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

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

ParameterValuet-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