V-Lab
Deutsche Bank USD Currency Harvest G10 EGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 31st, 2020:16.28% (-0.43%)
Analysis last updated: Monday, March 1, 2021 at 07:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0146 | -10.78 | |
| 0.1550 | 32.48 | |
| 0.9844 | 1049.49 | |
| -0.0552 | -12.46 |
Estimation Period:
Sep 19, 2000 to Mar 27, 2020
Sep 19, 2000 to Mar 27, 2020
News Impact Curve
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