V-Lab
United States Dollar Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:8.95% (+0.07%)
Analysis last updated: Saturday, March 25, 2023, 03:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3449 | 8.02 | |
| 0.0328 | 45.03 | |
| 0.9976 | 3404.82 | |
| 8 | 8.49 |
Estimation Period:
Jan 1, 1990 to Mar 24, 2023
Jan 1, 1990 to Mar 24, 2023
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