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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1602	24.66***
α ARCH Response to squared shocks	0.3552	31.19***
β GARCH Volatility persistence	0.9200	294.58***
γ leverage Additional response to negative shocks	0.0821	9.61***

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Deutsche Bank FX Volatility Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Deutsche Bank FX Volatility Index Analyses