DB Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:61.10% (+20.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2252 | 31.98 | |
| 0.5229 | 31.61 | |
| -0.0560 | -6.07 | |
| 0.1513 | 2.40 | |
| 0.0711 | 3.71 | |
| 0.9153 | 40.34 |
Estimation Period:
Jan 6, 1993 to Feb 13, 2026
Jan 6, 1993 to Feb 13, 2026
News Impact Curve
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