Deutsche Bank FX Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
46.97%
decreased by 6.18%
1 Week
47.26%
decreased by 5.89%
1 Month
48.09%
decreased by 5.06%
Analysis last updated: Friday, April 10, 2026 at 07:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4849 | 26.54 | |
| 0.2275 | 28.65 | |
| 0.7235 | 106.68 |
Estimation Period:
Aug 29, 2001 to Apr 4, 2025
Aug 29, 2001 to Apr 4, 2025
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