Invesco DB US Dollar Index Bearish Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.25% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 9.75 | |
| 0.0283 | 9.56 | |
| 0.9576 | 452.99 | |
| 0.0192 | 4.52 |
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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