Deutsche Bank USD Currency Harvest Global GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, March 31st, 2020):
1 Day
24.20%
1 Week
23.30%
1 Month
20.41%
Analysis last updated: Monday, March 1, 2021 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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