United States Dollar Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
6.37%
decreased by 0.10%
1 Week
6.39%
decreased by 0.08%
1 Month
6.48%
increased by 0.01%
Analysis last updated: Friday, April 17, 2026 at 08:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 18.25 | |
| 0.0405 | 23.00 | |
| 0.9543 | 1,021.71 | |
| -0.0008 | -0.23 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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