V-Lab
Deutsche Bank FX Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 7th, 2025:37.25% (+6.47%)
Analysis last updated: Saturday, March 8, 2025 at 12:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3859 | 5.82 | |
| 0.0964 | 33.80 | |
| 0.9794 | 287.99 | |
| 4 | 12.05 |
Estimation Period:
Aug 29, 2001 to Aug 30, 2024
Aug 29, 2001 to Aug 30, 2024
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