V-Lab
Deutsche Bank USD Currency Harvest Balanced Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 31st, 2020:19.26% (+0.16%)
Analysis last updated: Monday, March 30, 2020 at 06:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9277 | 4.48 | |
| 0.1294 | 7.24 | |
| 0.8107 | 36.67 | |
| 0.1333 | 1.77 | |
| -0.2874 | -3.02 | |
| 0.3244 | 5.03 | |
| -0.3364 | -5.36 | |
| 0.2849 | 4.36 | |
| -0.1859 | -2.55 | |
| 0.0757 | 0.84 |
Estimation Period:
Oct 16, 1997 to Mar 27, 2020
Oct 16, 1997 to Mar 27, 2020
News Impact Curve
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