Invesco DB G10 Currency Harvest Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 18.80 | |
| 0.0849 | 9.31 | |
| 0.8499 | 223.48 | |
| 0.1125 | 6.90 |
Estimation Period:
Sep 20, 2006 to Mar 3, 2023
Sep 20, 2006 to Mar 3, 2023
News Impact Curve
Volatility Forecasts
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