Deutsche Bank USD Currency Harvest Balanced AGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, March 31st, 2020):
1 Day
19.42%
1 Week
18.70%
1 Month
16.46%
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 | |
|---|---|---|
| 0.0129 | 11.03 | |
| 0.1098 | 28.98 | |
| 0.8390 | 170.45 | |
| 0.2484 | 13.88 |
Estimation Period:
Oct 16, 1997 to Mar 27, 2020
Oct 16, 1997 to Mar 27, 2020
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