V-Lab
United States Dollar Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 2nd, 2023:5.54% (-0.10%)
Analysis last updated: Monday, October 2, 2023 at 03:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 17.79 | |
| 0.0419 | 23.05 | |
| 0.9534 | 982.92 | |
| -0.0014 | -0.38 |
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Jan 1, 1990 to Sep 29, 2023
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