United States Dollar Index GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
5.73%
decreased by 0.02%
1 Week
5.76%
increased by 0.01%
1 Month
5.88%
increased by 0.13%
Analysis last updated: Friday, May 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 18.30 | |
| 0.0401 | 47.51 | |
| 0.9542 | 1,057.88 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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