V-Lab
United States Dollar Index EGARCH Volatility Analysis
Volatility Prediction for Friday, January 10th, 2025:7.25% (-0.20%)
Analysis last updated: Friday, January 10, 2025 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0102 | -14.56 | |
| 0.0925 | 38.03 | |
| 0.9910 | 2122.06 | |
| -0.0010 | -0.42 |
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Jan 1, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
Other United States Dollar Index Analyses