Deutsche Bank USD Currency Harvest Global Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, March 31st, 2020):
1 Day
21.31%
1 Week
20.81%
1 Month
19.08%
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 | |
|---|---|---|
| 1.1974 | 5.71 | |
| 0.1088 | 7.33 | |
| 0.8597 | 49.81 | |
| 0.0020 | 0.73 |
Estimation Period:
Sep 19, 2000 to Mar 27, 2020
Sep 19, 2000 to Mar 27, 2020
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