Deutsche Bank USD Currency Harvest Balanced GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, March 31st, 2020):
1 Day
19.87%
1 Week
19.32%
1 Month
17.46%
Analysis last updated: Monday, March 1, 2021 at 06:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 16.58 | |
| 0.1189 | 26.80 | |
| 0.8430 | 189.36 |
Estimation Period:
Oct 16, 1997 to Mar 27, 2020
Oct 16, 1997 to Mar 27, 2020
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