Invesco DB US Dollar Index Bullish Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.50% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7467 | 6.85 | |
| 0.0488 | 3.40 | |
| 0.9285 | 51.06 | |
| -0.1970 | -4.97 | |
| 0.3082 | 4.88 | |
| -0.1975 | -3.68 | |
| 0.1847 | 3.28 | |
| -0.1490 | -3.18 |
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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