V-Lab
United States Dollar Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 21st, 2023:8.40% (-0.07%)
Analysis last updated: Tuesday, March 21, 2023, 02:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6816 | 1.95 | |
| 0.0375 | 7.59 | |
| 0.9569 | 159.86 | |
| -0.0057 | -1.27 | |
| 0.0072 | 1.40 |
Estimation Period:
Jan 1, 1990 to Mar 17, 2023
Jan 1, 1990 to Mar 17, 2023
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