United States Dollar Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
7.01%
decreased by 0.03%
1 Week
7.02%
decreased by 0.02%
1 Month
7.07%
increased by 0.03%
Analysis last updated: Friday, April 3, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 18.25 | |
| 0.0405 | 23.00 | |
| 0.9543 | 1,021.71 | |
| -0.0008 | -0.23 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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