V-Lab
United States Dollar Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 21st, 2025:7.32% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6887 | 2.07 | |
| 0.0375 | 7.72 | |
| 0.9567 | 162.06 | |
| -0.0055 | -1.34 | |
| 0.0070 | 1.48 |
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Jan 1, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
Other United States Dollar Index Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies