Deutsche Bank FX Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:36.75% (-5.10%)
Parameter 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
News Impact Curve
Volatility Forecasts
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