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	param	t-stat
$ω$	7.3082	5.74
$α$	0.0930	33.35
$β$	0.9794	283.98
$ν$	4.3364	12.00

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Deutsche Bank FX Volatility Index Analyses