United States Dollar Index AGARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:8.70% (+2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 29.69 | |
| 0.0618 | 74.06 | |
| 0.9245 | 1,293.04 | |
| 0.0171 | 2.32 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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