V-Lab
Deutsche Bank FX Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:36.39% (-4.49%)
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
Other Deutsche Bank FX Volatility Index Analyses
Other AGARCH Analyses on Volatility Indices