V-Lab
Deutsche Bank FX Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 27th, 2024:32.90% (-4.59%)
Analysis last updated: Thursday, November 28, 2024 at 12:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6706 | 7.59 | |
| 0.2187 | 6.90 | |
| 0.6435 | 17.33 | |
| -0.0317 | -0.52 | |
| 0.1688 | 1.89 | |
| -0.2939 | -4.51 | |
| 0.2738 | 3.36 | |
| -0.2319 | -2.32 | |
| 0.1804 | 1.96 | |
| -0.0819 | -0.84 | |
| -0.0551 | -0.28 |
Estimation Period:
Aug 29, 2001 to Aug 30, 2024
Aug 29, 2001 to Aug 30, 2024
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