United States Dollar Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:6.10% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 18.30 | |
| 0.0401 | 47.51 | |
| 0.9542 | 1,057.88 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other United States Dollar Index Analyses
Other GARCH Analyses on Currencies