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, May 1st, 2026
1 Day
2.98%
decreased by 3.40%
1 Week
3.79%
decreased by 2.59%
1 Month
5.78%
decreased by 0.60%
Analysis last updated: Saturday, May 2, 2026 at 03:35 AM 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
Other United States Dollar Index Analyses
Other MF2-GARCH Analyses on Currencies