V-Lab
Deutsche Bank FX Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:29.54% (-1.42%)
Analysis last updated: Saturday, January 18, 2025 at 08:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.3187 | 34.42 | |
| 0.6241 | 64.44 | |
| -0.2060 | -16.04 | |
| 0.0390 | 3.13 | |
| 0.0644 | 5.79 | |
| 0.9319 | 73.68 |
Estimation Period:
Aug 29, 2001 to Aug 30, 2024
Aug 29, 2001 to Aug 30, 2024
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