ICE United States Dollar Index 4PM London Close APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.55% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 8.15 | |
| 0.0276 | 24.78 | |
| 0.9716 | 1,015.22 | |
| -0.0736 | -5.19 | |
| 1.7891 | 20.66 |
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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