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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	7.3082	5.74***
α ARCH Response to squared shocks	0.0930	33.35***
β GARCH Volatility persistence	0.9794	283.98***
ν DF Student-t tail thickness	4.3364	12.00***

V-Lab

Deutsche Bank FX Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Deutsche Bank FX Volatility Index Analyses