V-Lab
Deutsche Bank FX Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, April 11th, 2024:36.09% (-2.58%)
Analysis last updated: Friday, April 12, 2024 at 11:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.8475 | 5.40 | |
| 0.0941 | 37.31 | |
| 0.9830 | 329.97 | |
| 4 | 13.55 |
Estimation Period:
Aug 29, 2001 to Aug 19, 2022
Aug 29, 2001 to Aug 19, 2022
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