United States Dollar Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
5.61%
decreased by 0.08%
1 Week
5.64%
decreased by 0.05%
1 Month
5.73%
increased by 0.04%
Analysis last updated: Saturday, May 23, 2026 at 01:57 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
Other United States Dollar Index Analyses
Other GAS-GARCH Student T Analyses on Currencies