V-Lab
Deutsche Bank FX Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:29.85% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4846 | 26.97 | |
| 0.2213 | 28.72 | |
| 0.7171 | 102.62 | |
| -0.5670 | -13.58 |
Estimation Period:
Aug 29, 2001 to Apr 4, 2025
Aug 29, 2001 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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