Deutsche Bank FX Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
37.76%
decreased by 3.66%
1 Week
39.06%
decreased by 2.36%
1 Month
42.64%
increased by 1.22%
Analysis last updated: Friday, April 3, 2026 at 10:08 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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