V-Lab
United States Dollar Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, August 22nd, 2025:7.20% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3222 | 7.70 | |
| 0.0322 | 44.98 | |
| 0.9974 | 3,031.56 | |
| 7.5748 | 8.08 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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