V-Lab
Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:24.90% (-0.16%)
Analysis last updated: Tuesday, April 16, 2024 at 01:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 13.89 | |
| 0.0238 | 10.66 | |
| 0.9476 | 602.01 | |
| 0.0447 | 10.69 |
Estimation Period:
Nov 18, 1996 to Apr 12, 2024
Nov 18, 1996 to Apr 12, 2024
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