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Deutsche Bank FX Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, July 15th, 2019:48.59% (-3.36%)
Date Range:

from

to

Window:

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Bank FX Volatility Index AGARCH
Volatility Summary Table

Closing Level:

5.70%

Return:

%

1 Week Pred:

48.74%

Average Week Vol:

55.07%

Average Month Vol:

45.92%

1 Month Pred:

49.32%

Min Vol:

16.47%

Max Vol:

134.91%

6 Month Pred:

51.77%

Average Vol:

40.26%

Vol of Vol:

41.68%

1 Year Pred:

53.12%