Deutsche Bank FX Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:35.48% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1602 | 24.66 | |
| 0.3552 | 31.19 | |
| 0.9200 | 294.58 | |
| 0.0821 | 9.61 |
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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