United States Dollar Index APARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
7.25%
decreased by 0.01%
1 Week
7.26%
decreased by 0.00%
1 Month
7.33%
increased by 0.07%
Analysis last updated: Friday, April 3, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 16.80 | |
| 0.0426 | 39.60 | |
| 0.9574 | 786.04 | |
| 0.0041 | 0.28 | |
| 1.4846 | 31.19 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
Other United States Dollar Index Analyses
Other APARCH Analyses on Currencies