V-Lab
United States Dollar Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:10.08% (-0.14%)
Analysis last updated: Friday, November 25, 2022, 07:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 11.86 | |
| 0.0286 | 17.98 | |
| 0.9719 | 1179.53 | |
| -0.0050 | -1.93 |
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Jan 2, 1990 to Nov 25, 2022
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