V-Lab
Deutsche Bank AG EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:28.51% (+4.55%)
Analysis last updated: Thursday, April 25, 2024 at 09:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 11.21 | |
| 0.1160 | 32.53 | |
| 0.9903 | 1477.99 | |
| -0.0392 | -12.67 |
Estimation Period:
Nov 18, 1996 to Apr 19, 2024
Nov 18, 1996 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other Deutsche Bank AG Analyses