Deutsche Bank USD Currency Harvest G10 GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Tuesday, March 31st, 2020):
1 Day
15.67%
1 Week
15.59%
1 Month
15.29%
Analysis last updated: Thursday, March 26, 2026 at 04:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3572 | 6.32 | |
| 0.0734 | 36.26 | |
| 0.9921 | 783.67 | |
| 8.1104 | 5.22 |
Estimation Period:
Sep 19, 2000 to Mar 27, 2020
Sep 19, 2000 to Mar 27, 2020
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