Deutsche Bank USD Currency Harvest Balanced APARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, March 31st, 2020):
1 Day
21.61%
1 Week
20.71%
1 Month
17.97%
Analysis last updated: Monday, March 30, 2020 at 06:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 19.91 | |
| 0.1038 | 22.97 | |
| 0.8636 | 199.96 | |
| 0.4868 | 15.54 | |
| 1.3386 | 34.09 |
Estimation Period:
Oct 16, 1997 to Mar 27, 2020
Oct 16, 1997 to Mar 27, 2020
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