Deutsche Bank FX Volatility Index

CBOE Volatility Index

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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4264	8.14***
α ARCH Response to squared shocks	0.1707	26.45***
β GARCH Volatility persistence	0.8274	143.93***
γ leverage Additional response to negative shocks	0.0284	1.64
δ power Transformation power	1.7273	23.77***

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Bitcoin to US Dollar APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitcoin to US Dollar Analyses