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V-Lab

Deutsche Bank Currency Returns Index GJR-GARCH Volatility Analysis

Inactive

Last recorded values (Tuesday, March 31st, 2020):

1 Day

4.47%

1 Week

4.49%

1 Month

4.58%

Analysis last updated: Monday, March 1, 2021 at 07:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Bank Currency Returns Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time