Deutsche Bank USD Currency Harvest G10 Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, March 31st, 2020):
1 Day
16.16%
1 Week
16.07%
1 Month
15.72%
Analysis last updated: Monday, March 30, 2020 at 06:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1833 | 5.24 | |
| 0.0814 | 7.72 | |
| 0.9101 | 87.15 | |
| 0.0009 | 1.14 |
Estimation Period:
Sep 19, 2000 to Mar 27, 2020
Sep 19, 2000 to Mar 27, 2020
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