Invesco DB US Dollar Index Bullish Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.51% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 7.69 | |
| 0.0488 | 8.45 | |
| 0.9567 | 289.64 | |
| -0.0233 | -4.55 |
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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