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{name} Model Equation

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Param	Value	t-stat
ωconst	0.7202	2.63***
αARCH	0.0371	8.48***
βGARCH	0.9565	178.26***

γ₁	-0.0042	-1.49
γ₂	0.0053	1.65*

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7202	2.63***
α ARCH Response to squared shocks	0.0371	8.48***
β GARCH Volatility persistence	0.9565	178.26***

γ₁	-0.0042	-1.49
γ₂	0.0053	1.65*

V-Lab

United States Dollar Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other United States Dollar Index Analyses