V-Lab
Deutsche Bank FX Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 11th, 2024:33.14% (-3.20%)
Analysis last updated: Friday, April 12, 2024 at 11:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5392 | 29.47 | |
| 0.3158 | 21.08 | |
| 0.7038 | 97.12 | |
| -0.1534 | -7.51 |
Estimation Period:
Aug 29, 2001 to Aug 19, 2022
Aug 29, 2001 to Aug 19, 2022
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