United States Dollar Index Spline-GARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
7.01%
increased by 0.38%
1 Week
7.02%
increased by 0.39%
1 Month
7.04%
increased by 0.41%
Analysis last updated: Friday, March 20, 2026 at 10:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6750 | 1.97 | |
| 0.0364 | 7.75 | |
| 0.9578 | 165.91 | |
| -0.0060 | -1.30 | |
| 0.0099 | 1.37 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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