V-Lab
United States Dollar Index EGARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:8.58% (+0.11%)
Analysis last updated: Saturday, March 25, 2023, 03:46 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0100 | -14.37 | |
| 0.0924 | 37.91 | |
| 0.9910 | 2135.83 | |
| -0.0007 | -0.29 |
Estimation Period:
Jan 1, 1990 to Mar 24, 2023
Jan 1, 1990 to Mar 24, 2023
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