Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:34.53% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7053 | 4.86 | |
| 0.0607 | 7.21 | |
| 0.9145 | 83.58 | |
| -0.0942 | -1.39 | |
| 0.0622 | 0.65 | |
| 0.1666 | 3.05 | |
| -0.2771 | -5.61 | |
| 0.2353 | 4.61 | |
| -0.1213 | -2.06 | |
| 0.0110 | 0.18 | |
| 0.0305 | 0.67 |
Estimation Period:
Nov 18, 1996 to Feb 20, 2026
Nov 18, 1996 to Feb 20, 2026
News Impact Curve
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