ICE United States Dollar Index 4PM London Close AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.82% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 12.96 | |
| 0.0273 | 31.08 | |
| 0.9690 | 1,097.39 | |
| -0.0484 | -5.17 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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