V-Lab: United States Dollar Index MF2-GARCH Volatility Analysis

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V-Lab

United States Dollar Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 28th, 2022:0.00% (-20.42%)

Analysis last updated: Friday, November 25, 2022, 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	1.0000	9999900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	1.6960	11.94
$λ_{2}$	0.8264	12.40
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 25, 2022

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