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

V-Lab

United States Dollar Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:3.86% (-2.95%)

Analysis last updated: Saturday, June 21, 2025 at 05:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.2411	2,411,000.00
$λ_{2}$	0.9779	977,937.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 1, 1990 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts