V-Lab
United States Dollar Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:5.75% (-0.02%)
Analysis last updated: Friday, October 4, 2024 at 04:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 17.95 | |
| 0.0406 | 47.21 | |
| 0.9538 | 1043.51 |
Estimation Period:
Jan 1, 1990 to Sep 12, 2024
Jan 1, 1990 to Sep 12, 2024
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