V-Lab
United States Dollar Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 2nd, 2023:5.34% (-0.09%)
Analysis last updated: Monday, October 2, 2023 at 03:24 PM UTC
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
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