Deutsche Bank USD Currency Harvest Global AGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, March 31st, 2020):
1 Day
20.87%
1 Week
20.08%
1 Month
17.59%
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 | |
|---|---|---|
| 0.0123 | 10.24 | |
| 0.1024 | 30.69 | |
| 0.8446 | 179.31 | |
| 0.3268 | 23.98 |
Estimation Period:
Sep 19, 2000 to Mar 27, 2020
Sep 19, 2000 to Mar 27, 2020
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