Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.89% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 9.98 | |
| 0.0365 | 14.01 | |
| 0.9456 | 695.31 | |
| 0.0279 | 6.09 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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