V-Lab
United States Dollar Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 21st, 2023:8.59% (-0.08%)
Analysis last updated: Tuesday, March 21, 2023, 02:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 17.74 | |
| 0.0421 | 22.80 | |
| 0.9535 | 983.03 | |
| -0.0017 | -0.45 |
Estimation Period:
Jan 1, 1990 to Mar 17, 2023
Jan 1, 1990 to Mar 17, 2023
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