Invesco DB US Dollar Index Bearish Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.38% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2305 | 4.98 | |
| 0.0415 | 21.66 | |
| 0.9941 | 747.44 | |
| 9.5079 | 2.41 |
Estimation Period:
Mar 1, 2007 to Feb 6, 2026
Mar 1, 2007 to Feb 6, 2026
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