V-Lab
Deutsche Bank FX Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 11th, 2024:34.72% (-2.69%)
Analysis last updated: Friday, April 12, 2024 at 11:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1619 | 23.24 | |
| 0.3725 | 29.86 | |
| 0.9196 | 278.41 | |
| 0.0805 | 9.05 |
Estimation Period:
Aug 29, 2001 to Aug 19, 2022
Aug 29, 2001 to Aug 19, 2022
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