Deutsche Bank USD Currency Harvest Balanced GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Tuesday, March 31st, 2020):
1 Day
21.32%
1 Week
20.94%
1 Month
19.59%
Analysis last updated: Thursday, March 26, 2026 at 01:54 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3811 | 8.35 | |
| 0.0941 | 28.69 | |
| 0.9773 | 332.54 | |
| 6.6649 | 6.15 |
Estimation Period:
Oct 16, 1997 to Mar 27, 2020
Oct 16, 1997 to Mar 27, 2020
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