V-Lab
United States Dollar Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 21st, 2023:9.16% (+0.19%)
Analysis last updated: Tuesday, March 21, 2023, 02:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 29.22 | |
| 0.0639 | 73.65 | |
| 0.9229 | 1262.58 | |
| 0.0119 | 1.58 |
Estimation Period:
Jan 1, 1990 to Mar 17, 2023
Jan 1, 1990 to Mar 17, 2023
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