V-Lab: United States Dollar Index AGARCH Volatility Analysis

V-Lab

United States Dollar Index AGARCH Volatility Analysis

Volatility Prediction for Friday, May 16th, 2025:10.10% (-0.30%)

Analysis last updated: Saturday, May 17, 2025 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0036	29.69
$α$	0.0618	74.06
$β$	0.9245	1,293.04
$γ$	0.0171	2.32

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts