United States Dollar Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
5.37%
decreased by 0.07%
1 Week
5.39%
decreased by 0.05%
1 Month
5.46%
increased by 0.02%
Analysis last updated: Saturday, May 23, 2026 at 01:57 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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