Deutsche Bank USD Currency Harvest Balanced EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, March 31st, 2020):
1 Day
20.41%
1 Week
19.16%
1 Month
16.05%
Analysis last updated: Monday, March 1, 2021 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0448 | -15.22 | |
| 0.1927 | 27.57 | |
| 0.9526 | 431.05 | |
| -0.0941 | -18.02 |
Estimation Period:
Oct 16, 1997 to Mar 27, 2020
Oct 16, 1997 to Mar 27, 2020
Other Deutsche Bank USD Currency Harvest Balanced Analyses
Other EGARCH Analyses on Currencies