Deutsche Bank USD Currency Harvest Global GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter 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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