United States Dollar Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
5.53%
decreased by 0.07%
1 Week
5.56%
decreased by 0.04%
1 Month
5.70%
increased by 0.10%
Analysis last updated: Saturday, May 23, 2026 at 01:57 AM 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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