V-Lab
Deutsche Bank Currency Returns Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 31st, 2020:4.47% (-0.17%)
Analysis last updated: Monday, March 30, 2020 at 06:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 5.45 | |
| 0.0802 | 48.12 | |
| 0.9204 | 631.26 | |
| -0.0440 | -9.93 |
Estimation Period:
Jan 3, 1990 to Mar 27, 2020
Jan 3, 1990 to Mar 27, 2020
News Impact Curve
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