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	param	t-stat
$ω$	0.5517	31.38
$α$	0.3085	21.70
$β$	0.7108	104.74
$γ$	-0.1631	-8.49

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Deutsche Bank FX Volatility Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Deutsche Bank FX Volatility Index Analyses