Deutsche Bank USD Currency Harvest Global EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, March 31st, 2020):
1 Day
22.42%
1 Week
20.97%
1 Month
17.42%
Analysis last updated: Monday, March 1, 2021 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0400 | -16.51 | |
| 0.1827 | 30.87 | |
| 0.9533 | 370.09 | |
| -0.1036 | -20.27 |
Estimation Period:
Sep 19, 2000 to Mar 27, 2020
Sep 19, 2000 to Mar 27, 2020
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