United States Dollar Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
4.88%
decreased by 0.09%
1 Week
4.91%
decreased by 0.06%
1 Month
5.03%
increased by 0.06%
Analysis last updated: Friday, June 12, 2026 at 10:30 PM 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
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