V-Lab: United States Dollar Index GARCH Volatility Analysis

V-Lab

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V-Lab

United States Dollar Index GARCH Volatility Analysis

Volatility Prediction for Monday, October 2nd, 2023:5.53% (-0.10%)

Analysis last updated: Monday, October 2, 2023 at 03:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0014	17.65
$α$	0.0413	46.93
$β$	0.9533	1026.18

Estimation Period:
Jan 1, 1990 to Sep 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts