Deutsche Bank USD Currency Harvest Balanced GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 16.58 | |
| 0.1189 | 26.80 | |
| 0.8430 | 189.36 |
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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