Deutsche Bank Currency Returns Index Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0658 | 3.96 | |
| 0.0858 | 11.36 | |
| 0.9095 | 120.89 | |
| -0.0104 | -3.60 | |
| 0.0142 | 3.98 |
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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