Deutsche Bank USD Currency Harvest Global AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 10.24 | |
| 0.1024 | 30.69 | |
| 0.8446 | 179.31 | |
| 0.3268 | 23.98 |
Estimation Period:
Sep 19, 2000 to Mar 27, 2020
Sep 19, 2000 to Mar 27, 2020
News Impact Curve
Volatility Forecasts
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