Deutsche Bank AG Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
36.37%
decreased by 0.38%
1 Week
36.59%
decreased by 0.16%
1 Month
37.34%
increased by 0.59%
Analysis last updated: Tuesday, June 9, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6986 | 4.84 | |
| 0.0600 | 7.21 | |
| 0.9157 | 84.76 | |
| -0.0995 | -1.49 | |
| 0.0740 | 0.78 | |
| 0.1542 | 2.85 | |
| -0.2690 | -5.65 | |
| 0.2344 | 4.85 | |
| -0.1253 | -2.20 | |
| 0.0126 | 0.18 | |
| 0.0458 | 0.51 |
Estimation Period:
Nov 18, 1996 to Jun 5, 2026
Nov 18, 1996 to Jun 5, 2026
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