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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, June 12th, 2026

1 Day

0.93%

decreased by 2.34%

1 Week

1.66%

decreased by 1.61%

1 Month

3.16%

decreased by 0.11%

Analysis last updated: Friday, June 12, 2026 at 10:30 PM 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