Deutsche Bank FX Volatility Index

CBOE Volatility Index

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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7323	19.55***
α ARCH Response to squared shocks	0.1221	24.29***
β GARCH Volatility persistence	0.7776	135.51***
γ leverage Additional response to negative shocks	1.1754	8.25***

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Ethereum to US Dollar AGARCH Volatility Analysis

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News Impact Curve

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