Deutsche Bank USD Currency Harvest Balanced APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 19.91 | |
| 0.1038 | 22.97 | |
| 0.8636 | 199.96 | |
| 0.4868 | 15.54 | |
| 1.3386 | 34.09 |
Estimation Period:
Oct 16, 1997 to Mar 27, 2020
Oct 16, 1997 to Mar 27, 2020
News Impact Curve
Volatility Forecasts
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