V-Lab: United States Dollar Index GAS-GARCH Student T Volatility Analysis

V-Lab

|

V-Lab

United States Dollar Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, December 1st, 2023:6.94% (+0.29%)

Analysis last updated: Friday, December 1, 2023 at 05:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3320	7.94
$α$	0.0329	45.55
$β$	0.9975	3207.41
$ν$	8	8.20

Estimation Period:
Jan 1, 1990 to Sep 29, 2023

Other United States Dollar Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MF2-GARCH