Deutsche Bank Currency Returns Index GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 17.75 | |
| 0.0844 | 46.45 | |
| 0.9156 | 576.93 |
Estimation Period:
Jan 3, 1990 to Mar 27, 2020
Jan 3, 1990 to Mar 27, 2020
News Impact Curve
Volatility Forecasts
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