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	1.3623	6.53***
α ARCH Response to squared shocks	0.0915	4.27***
β GARCH Volatility persistence	0.7696	16.78***

γ₁	0.0699	0.65
γ₂	-0.0743	-0.47
γ₃	-0.1217	-1.16
γ₄	0.4202	4.14***
γ₅	-0.7643	-4.88***

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Ethereum to US Dollar Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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