Deutsche Bank FX Volatility Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
44.11%
decreased by 5.55%
1 Week
44.53%
decreased by 5.13%
1 Month
45.64%
decreased by 4.02%
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 | |
|---|---|---|
| 0.2646 | 17.42 | |
| 0.2131 | 28.02 | |
| 0.7574 | 101.41 | |
| -0.2479 | -12.98 | |
| 1.2748 | 25.49 |
Estimation Period:
Aug 29, 2001 to Apr 4, 2025
Aug 29, 2001 to Apr 4, 2025
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