Deutsche Bank USD Currency Harvest Global GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 17.31 | |
| 0.0204 | 7.02 | |
| 0.8610 | 206.98 | |
| 0.1452 | 14.52 |
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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