United States Dollar Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:6.62% (+0.19%)
Parameter 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
News Impact Curve
Volatility Forecasts
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