Deutsche Bank FX Volatility Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
43.79%
decreased by 6.22%
1 Week
44.27%
decreased by 5.74%
1 Month
45.52%
decreased by 4.49%
Analysis last updated: Friday, June 5, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4846 | 26.97 | |
| 0.2213 | 28.72 | |
| 0.7171 | 102.62 | |
| -0.5670 | -13.58 |
Estimation Period:
Aug 29, 2001 to Apr 4, 2025
Aug 29, 2001 to Apr 4, 2025
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