V-Lab
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##### Deutsche Bank FX Volatility Index AGARCH Volatility Analysis

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

5.70%

%

48.74%

55.07%

45.92%

49.32%

16.47%

134.91%

51.77%

40.26%

41.68%

###### 1 Year Pred:

53.12%

paramt-stat
$\omega$0.114817.19
$\alpha$0.126828.40
$\beta$0.8620219.74
$\gamma$-0.3980-7.71
Estimation Period:
Aug 30, 2001 to Jul 12, 2019