United States Dollar Index AGARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
11.85%
increased by 6.37%
1 Week
11.76%
increased by 6.28%
1 Month
11.45%
increased by 5.97%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 29.69 | |
| 0.0618 | 74.06 | |
| 0.9245 | 1,293.04 | |
| 0.0171 | 2.32 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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