V-Lab: United States Dollar Index APARCH Volatility Analysis

V-Lab

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V-Lab

United States Dollar Index APARCH Volatility Analysis

Volatility Prediction for Monday, October 2nd, 2023:5.62% (-0.11%)

Analysis last updated: Monday, October 2, 2023 at 03:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0024	16.73
$α$	0.0436	39.14
$β$	0.9564	762.07
$γ$	0.0013	0.09
$δ$	1.5087	31.90

Estimation Period:
Jan 1, 1990 to Sep 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts