Invesco DB US Dollar Index Bullish Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.22% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2455 | 4.50 | |
| 0.0428 | 23.22 | |
| 0.9939 | 702.89 | |
| 8.2388 | 2.92 |
Estimation Period:
Mar 1, 2007 to Feb 6, 2026
Mar 1, 2007 to Feb 6, 2026
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