United States Dollar Index EGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:7.19% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0101 | -14.82 | |
| 0.0901 | 38.99 | |
| 0.9911 | 2,192.69 | |
| -0.0010 | -0.44 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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