ICE United States Dollar Index 4PM London Close Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.64% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0036 | 7.45 | |
| 0.0253 | 6.43 | |
| 0.9706 | 221.14 | |
| 0.0000 | 0.17 |
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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