V-Lab
Deutsche Bank USD Currency Harvest Balanced Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 31st, 2020:19.33% (+0.16%)
Analysis last updated: Monday, March 30, 2020 at 06:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9226 | 4.47 | |
| 0.1290 | 7.22 | |
| 0.8114 | 36.76 | |
| 0.1299 | 1.73 | |
| -0.2820 | -2.96 | |
| 0.3210 | 4.95 | |
| -0.3353 | -5.37 | |
| 0.2882 | 4.60 | |
| -0.1970 | -3.11 | |
| 0.1060 | 2.35 |
Estimation Period:
Oct 16, 1997 to Mar 27, 2020
Oct 16, 1997 to Mar 27, 2020
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