V-Lab: United States Dollar Index AGARCH Volatility Analysis

V-Lab

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V-Lab

United States Dollar Index AGARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:6.34% (+0.45%)

Analysis last updated: Saturday, April 27, 2024 at 05:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0036	29.01
$α$	0.0635	73.77
$β$	0.9232	1268.11
$γ$	0.0147	1.96

Estimation Period:
Jan 1, 1990 to Sep 29, 2023

News Impact Curve

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Volatility Forecasts

Volatility Forecasts