Deutsche Bank USD Currency Harvest Global Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1532 | 7.55 | |
| 0.1086 | 7.23 | |
| 0.8592 | 49.46 | |
| 0.0009 | 1.39 |
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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