Deutsche Bank FX Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
29.71%
increased by 0.99%
1 Week
32.55%
increased by 3.83%
1 Month
36.54%
increased by 7.82%
Analysis last updated: Saturday, May 9, 2026 at 03:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.3121 | 34.91 | |
| 0.6304 | 67.10 | |
| -0.2030 | -16.28 | |
| 0.0318 | 3.26 | |
| 0.0536 | 6.34 | |
| 0.9435 | 99.10 |
Estimation Period:
Aug 29, 2001 to Apr 4, 2025
Aug 29, 2001 to Apr 4, 2025
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