Deutsche Bank FX Volatility Index

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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6936	8.93***
α ARCH Response to squared shocks	0.1416	6.68***
β GARCH Volatility persistence	0.8673	89.90***
γ leverage Additional response to negative shocks	-0.0749	-3.16***

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Dogecoin to US Dollar GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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