Deutsche Bank FX Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:35.75% (-4.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6785 | 7.68 | |
| 0.2117 | 6.90 | |
| 0.6523 | 17.81 | |
| -0.0078 | -0.13 | |
| 0.1191 | 1.40 | |
| -0.2466 | -4.18 | |
| 0.2397 | 3.35 | |
| -0.2174 | -2.36 | |
| 0.1905 | 2.14 | |
| -0.1219 | -1.87 | |
| 0.0635 | 1.51 |
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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