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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0023	4.15***
αARCH	0.0433	10.36***
βGARCH	0.9567	203.59***
γleverage	0.0061	0.11
δpower	1.5126	8.27***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0023	4.15***
α ARCH Response to squared shocks	0.0433	10.36***
β GARCH Volatility persistence	0.9567	203.59***
γ leverage Additional response to negative shocks	0.0061	0.11
δ power Transformation power	1.5126	8.27***

V-Lab

United States Dollar Index APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other United States Dollar Index Analyses