United States Dollar Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
6.92%
decreased by 0.07%
1 Week
6.92%
decreased by 0.07%
1 Month
6.91%
decreased by 0.08%
Analysis last updated: Friday, March 27, 2026 at 07:08 PM 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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