V-Lab
Deutsche Bank USD Currency Harvest Balanced GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 31st, 2020:21.20% (+0.95%)
Analysis last updated: Monday, March 1, 2021 at 06:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 17.86 | |
| 0.0392 | 9.98 | |
| 0.8448 | 192.00 | |
| 0.1375 | 15.24 |
Estimation Period:
Oct 16, 1997 to Mar 27, 2020
Oct 16, 1997 to Mar 27, 2020
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