Deutsche Bank Currency Returns Index APARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, March 31st, 2020):
1 Day
4.44%
1 Week
4.46%
1 Month
4.53%
Analysis last updated: Monday, March 30, 2020 at 06:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 9.43 | |
| 0.0803 | 40.05 | |
| 0.9197 | 583.22 | |
| -0.1033 | -9.20 | |
| 1.9504 | 38.86 |
Estimation Period:
Jan 3, 1990 to Mar 27, 2020
Jan 3, 1990 to Mar 27, 2020
Other Deutsche Bank Currency Returns Index Analyses
Other APARCH Analyses on Currencies