V-Lab
Deutsche Bank FX Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, July 26th, 2024:33.86% (-2.61%)
Analysis last updated: Friday, July 26, 2024 at 04:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4863 | 26.29 | |
| 0.2371 | 27.34 | |
| 0.7063 | 95.57 | |
| -0.5248 | -12.14 |
Estimation Period:
Aug 29, 2001 to Aug 19, 2022
Aug 29, 2001 to Aug 19, 2022
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