Deutsche Bank USD Currency Harvest G10 APARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, March 31st, 2020):
1 Day
16.57%
1 Week
16.44%
1 Month
15.96%
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 | |
|---|---|---|
| 0.0050 | 15.90 | |
| 0.0773 | 26.23 | |
| 0.9179 | 388.45 | |
| 0.2569 | 12.72 | |
| 1.6283 | 26.03 |
Estimation Period:
Sep 19, 2000 to Mar 27, 2020
Sep 19, 2000 to Mar 27, 2020
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