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 Friday, January 10th, 2025:7.03% (-0.13%)

Analysis last updated: Friday, January 10, 2025 at 09:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	17.95
$α$	0.0406	47.21
$β$	0.9538	1043.51

Estimation Period:
Jan 1, 1990 to Sep 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts