United States Dollar Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
5.96%
decreased by 0.08%
1 Week
5.99%
decreased by 0.05%
1 Month
6.10%
increased by 0.06%
Analysis last updated: Saturday, April 25, 2026 at 02:34 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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