Deutsche Bank FX Volatility Index

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

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CBOE Russell 2000 Volatility Index

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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5708	8.79***
α ARCH Response to squared shocks	0.0198	71.94***
β GARCH Volatility persistence	0.9990
ν DF Student-t tail thickness	2.7712	155.44***

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US Dollar to Euro GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Euro Analyses