United States Dollar Index GARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
6.33%
increased by 0.62%
1 Week
6.35%
increased by 0.64%
1 Month
6.44%
increased by 0.73%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM 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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