Deutsche Bank FX Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:28.56% (-1.41%)
Parameter 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
News Impact Curve
Volatility Forecasts
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