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V-Lab

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 22nd, 2026

1 Day

1.17%

decreased by 3.97%

1 Week

1.99%

decreased by 3.15%

1 Month

3.90%

decreased by 1.24%

Analysis last updated: Saturday, May 23, 2026 at 01:57 AM UTC

Date Range:

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graph of United States Dollar Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time