V-Lab
US Dollar to Kuwaiti Dinar Zero Slope Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, September 14th, 2026
1 Day
3.24%
1 Week
3.47%
1 Month
4.27%
Analysis last updated: Friday, September 11, 2026 at 08:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Sep 11, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 63013 trading days (~250.1 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Zero Slope Spline-GARCH Model
Tap to view equation
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.8303 | 0.06 |
| αARCH | 0.1654 | 0.00 |
| βGARCH | 0.8346 | 0.01 |
| γ1 | -0.4802 | -0.06 |
| γ2 | 0.6438 | 0.04 |
| γ3 | -0.2650 | -0.01 |
| γ4 | 0.1361 | 0.01 |
| γ5 | -0.0419 | -0.03 |
| γ6 | -0.0276 | 0.00 |
| γ7 | 0.0933 | 0.01 |
| γ8 | -0.0843 | -0.01 |
| γ9 | 0.0712 | 0.01 |
| γ10 | -0.0851 | -0.03 |
1.000
Persistence63013d
Half-lifeZero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8303 | 0.06 |
α ARCH Response to squared shocks | 0.1654 | 0.00 |
β GARCH Volatility persistence | 0.8346 | 0.01 |
| γ1 | -0.4802 | -0.06 |
| γ2 | 0.6438 | 0.04 |
| γ3 | -0.2650 | -0.01 |
| γ4 | 0.1361 | 0.01 |
| γ5 | -0.0419 | -0.03 |
| γ6 | -0.0276 | 0.00 |
| γ7 | 0.0933 | 0.01 |
| γ8 | -0.0843 | -0.01 |
| γ9 | 0.0712 | 0.01 |
| γ10 | -0.0851 | -0.03 |
Persistence:
1.000
Half-life:
63013 days
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