V-Lab
V-Lab
Deutsche Bank FX Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, September 19th, 2025:41.89% (+3.52%)
Analysis last updated: Friday, September 19, 2025 at 11:31 PM UTC
Date Range:

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to

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graph of Deutsche Bank FX Volatility Index GARCH
paramt-stat
ω0.484926.54
α0.227528.65
β0.7235106.68
Estimation Period:
Aug 29, 2001 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts