V-Lab: United States Dollar Index Spline-GARCH Volatility Analysis

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V-Lab

United States Dollar Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 24th, 2025:6.15% (-0.10%)

Analysis last updated: Saturday, October 25, 2025 at 03:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6750	1.97
$α$	0.0364	7.75
$β$	0.9578	165.91
$γ_{1}$	-0.0060	-1.30
$γ_{2}$	0.0099	1.37

Estimation Period:
Jan 1, 1990 to Apr 4, 2025

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Volatility Forecasts