Deutsche Bank Currency Returns Index EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0192 | -12.33 | |
| 0.1799 | 49.75 | |
| 0.9899 | 1,703.74 | |
| 0.0146 | 4.43 |
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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