Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.10% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0512 | 15.63 | |
| 0.0288 | 11.90 | |
| 0.9442 | 555.75 | |
| 0.0391 | 9.05 |
Estimation Period:
Nov 18, 1996 to Feb 20, 2026
Nov 18, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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