Deutsche Bank USD Currency Harvest Global GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Tuesday, March 31st, 2020):
1 Day
22.36%
1 Week
21.86%
1 Month
20.14%
Analysis last updated: Thursday, March 26, 2026 at 06:55 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4289 | 11.96 | |
| 0.0936 | 26.92 | |
| 0.9714 | 361.77 | |
| 7.7182 | 5.05 |
Estimation Period:
Sep 19, 2000 to Mar 27, 2020
Sep 19, 2000 to Mar 27, 2020
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