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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0034	7.42***
αARCH	0.0611	18.83***
βGARCH	0.9257	328.61***
γleverage	0.0139	0.48

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0034	7.42***
α ARCH Response to squared shocks	0.0611	18.83***
β GARCH Volatility persistence	0.9257	328.61***
γ leverage Additional response to negative shocks	0.0139	0.48

V-Lab

United States Dollar Index AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other United States Dollar Index Analyses