Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
39.83%
increased by 1.05%
1 Week
39.86%
increased by 1.08%
1 Month
39.97%
increased by 1.19%
Analysis last updated: Friday, June 12, 2026 at 11:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7137 | 4.84 | |
| 0.0597 | 7.44 | |
| 0.9217 | 95.52 | |
| -0.1212 | -3.29 | |
| 0.2133 | 3.83 | |
| -0.1506 | -3.99 | |
| 0.0988 | 3.27 | |
| -0.0696 | -2.72 | |
| 0.0382 | 1.93 |
Estimation Period:
Nov 18, 1996 to Jun 12, 2026
Nov 18, 1996 to Jun 12, 2026
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