Deutsche Bank FX Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:33.62% (-2.81%)
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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