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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6940	2.23**
α ARCH Response to squared shocks	0.0365	8.01***
β GARCH Volatility persistence	0.9578	172.02***

γ₁	-0.0046	-1.35
γ₂	0.0059	1.47

V-Lab

United States Dollar Index Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other United States Dollar Index Analyses