Invesco DB US Dollar Index Bearish Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.64% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0077 | -8.10 | |
| 0.0856 | 17.55 | |
| 0.9931 | 1,433.04 | |
| -0.0218 | -6.79 |
Estimation Period:
Mar 1, 2007 to Feb 6, 2026
Mar 1, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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