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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 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

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