V-Lab: United States Dollar Index EGARCH Volatility Analysis

V-Lab

United States Dollar Index EGARCH Volatility Analysis

Volatility Prediction for Friday, June 27th, 2025:8.24% (+0.11%)

Analysis last updated: Saturday, June 28, 2025 at 12:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0101	-14.82
$α$	0.0901	38.99
$β$	0.9911	2,192.69
$γ$	-0.0010	-0.44

Estimation Period:
Jan 1, 1990 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts