Deutsche Bank USD Currency Harvest Global GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, March 31st, 2020):
1 Day
21.25%
1 Week
20.77%
1 Month
19.10%
Analysis last updated: Monday, March 1, 2021 at 06:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 20.24 | |
| 0.1054 | 28.70 | |
| 0.8634 | 199.36 |
Estimation Period:
Sep 19, 2000 to Mar 27, 2020
Sep 19, 2000 to Mar 27, 2020
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