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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4849	26.54***
α ARCH Response to squared shocks	0.2275	28.65***
β GARCH Volatility persistence	0.7235	106.68***

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Deutsche Bank FX Volatility Index GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Deutsche Bank FX Volatility Index Analyses