DB Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:87.18% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1898 | 15.21 | |
| 0.1066 | 20.83 | |
| 0.8883 | 233.15 | |
| -0.0185 | -2.49 |
Estimation Period:
Jan 6, 1993 to Feb 20, 2026
Jan 6, 1993 to Feb 20, 2026
News Impact Curve
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