V-Lab
V-Lab
Deutsche Bank FX Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, July 4th, 2025:32.45% (-1.68%)
Analysis last updated: Saturday, July 5, 2025 at 02:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Deutsche Bank FX Volatility Index EGARCH
paramt-stat
ω0.160224.66
α0.355231.19
β0.9200294.58
γ0.08219.61
Estimation Period:
Aug 29, 2001 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts