DB Currency Valuation Excess Return (USD) Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0403 | 8.90 | |
| 0.0600 | 6.68 | |
| 0.9201 | 81.35 | |
| -0.0065 | -4.46 | |
| 0.0098 | 5.27 |
Estimation Period:
Jan 3, 1990 to Mar 27, 2020
Jan 3, 1990 to Mar 27, 2020
News Impact Curve
Volatility Forecasts
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