United States Dollar Index EGARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
6.76%
decreased by 0.11%
1 Week
6.79%
decreased by 0.08%
1 Month
6.92%
increased by 0.05%
Analysis last updated: Friday, April 17, 2026 at 08:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0101 | -14.82 | |
| 0.0901 | 38.99 | |
| 0.9911 | 2,192.69 | |
| -0.0010 | -0.44 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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