V-Lab
Deutsche Bank FX Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 1st, 2025:66.21% (-3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3082 | 5.74 | |
| 0.0930 | 33.35 | |
| 0.9794 | 283.98 | |
| 4.3364 | 12.00 |
Estimation Period:
Aug 29, 2001 to Apr 4, 2025
Aug 29, 2001 to Apr 4, 2025
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