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	0.0013	15.28***
α ARCH Response to squared shocks	0.0289	21.08***
β GARCH Volatility persistence	0.9645	653.49***

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US Dollar to British Pound GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to British Pound Analyses