Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
36.40%
decreased by 1.02%
1 Week
36.56%
decreased by 0.86%
1 Month
37.12%
decreased by 0.30%
Analysis last updated: Monday, June 8, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7134 | 4.84 | |
| 0.0597 | 7.44 | |
| 0.9217 | 95.54 | |
| -0.1215 | -3.29 | |
| 0.2137 | 3.83 | |
| -0.1507 | -3.98 | |
| 0.0988 | 3.27 | |
| -0.0697 | -2.72 | |
| 0.0384 | 1.93 |
Estimation Period:
Nov 18, 1996 to Jun 5, 2026
Nov 18, 1996 to Jun 5, 2026
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