Deutsche Bank FX Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
43.37%
decreased by 4.90%
1 Week
44.03%
decreased by 4.24%
1 Month
45.90%
decreased by 2.37%
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 | |
|---|---|---|
| 0.4849 | 26.54 | |
| 0.2275 | 28.65 | |
| 0.7235 | 106.68 |
Estimation Period:
Aug 29, 2001 to Apr 4, 2025
Aug 29, 2001 to Apr 4, 2025
Other Deutsche Bank FX Volatility Index Analyses
Other GARCH Analyses on Volatility Indices