United States Dollar Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, April 10th, 2026
1 Day
2.38%
decreased by 10.87%
1 Week
3.47%
decreased by 9.78%
1 Month
6.68%
decreased by 6.57%
Analysis last updated: Friday, April 10, 2026 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.2411 | 2,411,000.00 | |
| 0.9779 | 977,937.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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