Deutsche Bank FX Volatility Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
44.27%
decreased by 4.76%
1 Week
44.11%
decreased by 4.92%
1 Month
43.72%
decreased by 5.31%
Analysis last updated: Friday, June 5, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1602 | 24.66 | |
| 0.3552 | 31.19 | |
| 0.9200 | 294.58 | |
| 0.0821 | 9.61 |
Estimation Period:
Aug 29, 2001 to Apr 4, 2025
Aug 29, 2001 to Apr 4, 2025
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