ICE United States Dollar Index 4PM London Close Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.55% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8559 | 5.67 | |
| 0.0256 | 7.04 | |
| 0.9702 | 230.24 | |
| -0.0029 | -2.05 | |
| 0.0069 | 1.97 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ICE United States Dollar Index 4PM London Close Analyses
Other Spline-GARCH Analyses on Currencies