Deutsche Bank AG MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.69% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0440 | 18.12 | |
| 0.8820 | 124.48 | |
| 0.0481 | 13.58 | |
| 0.0094 | 4.62 | |
| 0.0247 | 3.35 | |
| 0.9733 | 122.77 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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