V-Lab: United States Dollar Index GARCH Volatility Analysis

V-Lab

United States Dollar Index GARCH Volatility Analysis

Volatility Prediction for Friday, April 11th, 2025:10.35% (+2.00%)

Analysis last updated: Saturday, April 12, 2025 at 02:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	18.30
$α$	0.0401	47.51
$β$	0.9542	1,057.88

Estimation Period:
Jan 1, 1990 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts