V-Lab
United States Dollar Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 4th, 2025:7.42% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6940 | 2.23 | |
| 0.0365 | 8.01 | |
| 0.9578 | 172.02 | |
| -0.0046 | -1.35 | |
| 0.0059 | 1.47 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
News Impact Curve
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