V-Lab
Deutsche Bank FX Volatility Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, November 27th, 2024:39.31% (-4.21%)
Analysis last updated: Thursday, November 28, 2024 at 12:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2639 | 17.39 | |
| 0.2180 | 27.93 | |
| 0.7538 | 99.30 | |
| -0.2410 | -12.68 | |
| 1.2690 | 25.28 |
Estimation Period:
Aug 29, 2001 to Aug 30, 2024
Aug 29, 2001 to Aug 30, 2024
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