V-Lab
United States Dollar Index AGARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:10.29% (-0.16%)
Analysis last updated: Friday, November 25, 2022, 07:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 11.95 | |
| 0.0279 | 38.18 | |
| 0.9697 | 1265.96 | |
| -0.0325 | -3.72 |
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Jan 2, 1990 to Nov 25, 2022
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