United States Dollar Index APARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
6.02%
decreased by 0.13%
1 Week
6.05%
decreased by 0.10%
1 Month
6.18%
increased by 0.03%
Analysis last updated: Saturday, May 9, 2026 at 03:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 16.80 | |
| 0.0426 | 39.60 | |
| 0.9574 | 786.04 | |
| 0.0041 | 0.28 | |
| 1.4846 | 31.19 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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