DB Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:55.19% (-7.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2254 | 31.89 | |
| 0.5230 | 31.54 | |
| -0.0556 | -6.03 | |
| 0.1521 | 2.40 | |
| 0.0714 | 3.72 | |
| 0.9150 | 40.19 |
Estimation Period:
Jan 6, 1993 to Jan 30, 2026
Jan 6, 1993 to Jan 30, 2026
News Impact Curve
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