Deutsche Bank Currency Returns Index GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Tuesday, March 31st, 2020):
1 Day
3.64%
1 Week
3.66%
1 Month
3.73%
Analysis last updated: Thursday, March 26, 2026 at 02:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1815 | 6.81 | |
| 0.0714 | 80.93 | |
| 0.9980 | 3,794.60 | |
| 6.1615 | 19.65 |
Estimation Period:
Jan 3, 1990 to Mar 27, 2020
Jan 3, 1990 to Mar 27, 2020
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