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V-Lab

DB Currency momentum Excess Return (USD) GAS-GARCH Student T Volatility Analysis

Inactive

Last recorded values (Tuesday, March 31st, 2020):

1 Day

16.79%

1 Week

16.68%

1 Month

16.26%

Analysis last updated: Thursday, March 26, 2026 at 05:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of DB Currency momentum Excess Return (USD) GAS-GARCH-T

News Impact Curve

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Volatility Forecast

How volatility evolves over time