Deutsche Bank FX Volatility Index APARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
45.21%
decreased by 0.51%
1 Week
45.50%
decreased by 0.22%
1 Month
46.25%
increased by 0.53%
Analysis last updated: Friday, March 20, 2026 at 10:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2646 | 17.42 | |
| 0.2131 | 28.02 | |
| 0.7574 | 101.41 | |
| -0.2479 | -12.98 | |
| 1.2748 | 25.49 |
Estimation Period:
Aug 29, 2001 to Apr 4, 2025
Aug 29, 2001 to Apr 4, 2025
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