United States Dollar Index APARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
7.24%
increased by 0.39%
1 Week
7.25%
increased by 0.40%
1 Month
7.32%
increased by 0.47%
Analysis last updated: Friday, March 20, 2026 at 10:43 PM UTC
Parameter 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
News Impact Curve
Volatility Forecasts
Other United States Dollar Index Analyses
Other APARCH Analyses on Currencies