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	0.1119	13.84***
α ARCH Response to squared shocks	0.1521	17.68***
β GARCH Volatility persistence	0.9659	372.79***
γ leverage Additional response to negative shocks	-0.0228	-3.08***

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Ethereum to US Dollar EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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