Deutsche Bank FX Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
32.95%
decreased by 1.93%
1 Week
34.59%
decreased by 0.29%
1 Month
37.89%
increased by 3.01%
Analysis last updated: Friday, April 3, 2026 at 10:08 PM 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
Other Deutsche Bank FX Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices