V-Lab: United States Dollar Index APARCH Volatility Analysis

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V-Lab

United States Dollar Index APARCH Volatility Analysis

Volatility Prediction for Friday, October 24th, 2025:6.30% (-0.14%)

Analysis last updated: Saturday, October 25, 2025 at 03:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0025	16.80
$α$	0.0426	39.60
$β$	0.9574	786.04
$γ$	0.0041	0.28
$δ$	1.4846	31.19

Estimation Period:
Jan 1, 1990 to Apr 4, 2025

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