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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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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CBOE Skew Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0002	4.51***
α ARCH Response to squared shocks	0.0630	19.90***
β GARCH Volatility persistence	0.9370	471.78***
γ leverage Additional response to negative shocks	-0.2004	-11.42***
δ power Transformation power	1.9038	34.24***

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US Dollar to Indian Rupee APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Indian Rupee Analyses