V-Lab
Deutsche Bank FX Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:61.26% (+6.24%)
Analysis last updated: Saturday, April 20, 2024 at 03:04 AM 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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