Abstract
This paper refers to the discussion about the accuracy of U.S. dollar index forecasted by Li Jun. Collect historical data of Dollar index ,using the GARCH models and software EVIEWS to analyse the features of Dollar index and how each feature to impact on the Dollar index. Collect the samples, finishing on the classification of samples, retaining the predictions of samples and reasons were based on.Compared with the the actual trends, counting the number of uncorrect samples, and calculating the accuracy,listing the reasons why we judge the sample is uncorrect. At same time, analysing the Rationality of samples.This paper mainly analyses the feature of Li Jun’s prediction about dollar index,If his prediction is right,listing the reason. On the contrary,too.
Keywords: US Dollar Index GARCH model Forecast.