V-Lab
Deutsche Bank Currency Returns Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, March 31st, 2020:4.44% (-0.18%)
Analysis last updated: Monday, March 30, 2020 at 06:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 9.43 | |
| 0.0803 | 40.05 | |
| 0.9197 | 583.22 | |
| -0.1033 | -9.20 | |
| 1.9504 | 38.86 |
Estimation Period:
Jan 3, 1990 to Mar 27, 2020
Jan 3, 1990 to Mar 27, 2020
News Impact Curve
Volatility Forecasts
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