V-Lab
United States Dollar Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:11.48% (-0.24%)
Analysis last updated: Friday, November 25, 2022, 07:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2970 | 9.37 | |
| 0.0200 | 71.45 | |
| 0.9988 | 8760.98 | |
| 3 | 112.27 |
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Jan 2, 1990 to Nov 25, 2022
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