V-Lab
Deutsche Bank USD Currency Harvest Balanced GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 31st, 2020:21.32% (+0.78%)
Analysis last updated: Monday, March 1, 2021 at 07:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3811 | 8.35 | |
| 0.0941 | 28.69 | |
| 0.9773 | 332.54 | |
| 7 | 6.15 |
Estimation Period:
Oct 16, 1997 to Mar 27, 2020
Oct 16, 1997 to Mar 27, 2020
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