V-Lab
Deutsche Bank FX Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, October 25th, 2024:34.67% (+0.81%)
Analysis last updated: Friday, October 25, 2024 at 03:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4862 | 27.19 | |
| 0.2280 | 28.62 | |
| 0.7128 | 100.81 | |
| -0.5351 | -12.95 |
Estimation Period:
Aug 29, 2001 to Aug 30, 2024
Aug 29, 2001 to Aug 30, 2024
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