Deutsche Bank USD Currency Harvest Global Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1974 | 5.71 | |
| 0.1088 | 7.33 | |
| 0.8597 | 49.81 | |
| 0.0020 | 0.73 |
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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