Deutsche Bank USD Currency Harvest G10 EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0146 | -10.78 | |
| 0.1550 | 32.48 | |
| 0.9844 | 1,049.49 | |
| -0.0552 | -12.46 |
Estimation Period:
Sep 19, 2000 to Mar 27, 2020
Sep 19, 2000 to Mar 27, 2020
News Impact Curve
Volatility Forecasts
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