V-Lab
United States Dollar Index AGARCH Volatility Analysis
Volatility Prediction for Monday, October 2nd, 2023:5.53% (-0.11%)
Analysis last updated: Monday, October 2, 2023 at 03:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 29.01 | |
| 0.0635 | 73.77 | |
| 0.9232 | 1268.11 | |
| 0.0147 | 1.96 |
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Jan 1, 1990 to Sep 29, 2023
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