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V-Lab

DB Currency momentum Excess Return (USD) APARCH Volatility Analysis

Inactive

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

1 Day

18.03%

1 Week

17.99%

1 Month

17.85%

Analysis last updated: Monday, March 30, 2020 at 06:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DB Currency momentum Excess Return (USD) APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time