V-Lab: United States Dollar Index GARCH Volatility Analysis

V-Lab

United States Dollar Index GARCH Volatility Analysis

Volatility Prediction for Friday, July 1st, 2022:6.21% (-0.08%)

Analysis last updated: Thursday, June 30, 2022, 07:10 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0005	11.89
$α$	0.0261	33.11
$β$	0.9715	1137.61

Estimation Period:
Jan 2, 1990 to Jun 25, 2022

News Impact Curve

Volatility Forecasts

We are currently experiencing issues updating our data. Unfortunately, we do not have an estimate as to when these issues will be resolved. We apologize for any inconvenience and are working as hard as we can to resolve these issues as soon as possible.