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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6785	7.68***
α ARCH Response to squared shocks	0.2117	6.90***
β GARCH Volatility persistence	0.6523	17.81***

γ₁	-0.0078	-0.13
γ₂	0.1191	1.40
γ₃	-0.2466	-4.18***
γ₄	0.2397	3.35***
γ₅	-0.2174	-2.36**
γ₆	0.1905	2.14**
γ₇	-0.1219	-1.87*
γ₈	0.0635	1.51

V-Lab

Deutsche Bank FX Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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