Invesco DB US Dollar Index Bullish Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.23% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0094 | -7.23 | |
| 0.0956 | 10.60 | |
| 0.9910 | 924.45 | |
| 0.0180 | 6.01 |
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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