DB Currency Valuation Excess Return (USD) GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Tuesday, March 31st, 2020):
1 Day
8.05%
1 Week
8.06%
1 Month
8.09%
Analysis last updated: Thursday, March 26, 2026 at 05:09 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3434 | 5.24 | |
| 0.0456 | 54.62 | |
| 0.9974 | 2,206.55 | |
| 6.7715 | 9.67 |
Estimation Period:
Jan 3, 1990 to Mar 27, 2020
Jan 3, 1990 to Mar 27, 2020
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