V-Lab: United States Dollar Index GARCH Volatility Analysis

V-Lab

|

V-Lab

United States Dollar Index GARCH Volatility Analysis

Volatility Prediction for Friday, June 2nd, 2023:6.43% (+0.35%)

Analysis last updated: Saturday, June 3, 2023 at 12:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	17.78
$α$	0.0413	46.77
$β$	0.9533	1021.72

Estimation Period:
Jan 1, 1990 to May 5, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts