V-Lab
United States Dollar Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, March 21st, 2023:8.56% (-0.05%)
Analysis last updated: Tuesday, March 21, 2023, 02:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 16.88 | |
| 0.0435 | 38.76 | |
| 0.9565 | 752.54 | |
| -0.0007 | -0.04 | |
| 1.5023 | 31.30 |
Estimation Period:
Jan 1, 1990 to Mar 17, 2023
Jan 1, 1990 to Mar 17, 2023
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