V-Lab
Deutsche Bank USD Currency Harvest G10 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 31st, 2020:15.67% (-0.66%)
Analysis last updated: Monday, March 1, 2021 at 07:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3572 | 6.32 | |
| 0.0734 | 36.26 | |
| 0.9921 | 783.67 | |
| 8 | 5.22 |
Estimation Period:
Sep 19, 2000 to Mar 27, 2020
Sep 19, 2000 to Mar 27, 2020
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