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

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V-Lab

United States Dollar Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, July 26th, 2024:4.99% (-0.10%)

Analysis last updated: Friday, July 26, 2024 at 04:43 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

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