V-Lab
United States Dollar Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:9.76% (-0.26%)
Analysis last updated: Friday, November 25, 2022, 07:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0032 | -5.71 | |
| 0.0677 | 30.95 | |
| 0.9947 | 2899.92 | |
| 0.0033 | 1.95 |
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Jan 2, 1990 to Nov 25, 2022
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