United States Dollar Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:5.96% (-0.02%)
Parameter 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
News Impact Curve
Volatility Forecasts
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