Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.18% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9819 | 4.37 | |
| 0.0633 | 8.97 | |
| 0.9134 | 98.44 | |
| 0.0618 | 1.77 | |
| -0.0331 | -0.61 | |
| -0.1109 | -2.91 | |
| 0.1693 | 5.17 | |
| -0.1523 | -4.92 | |
| 0.1173 | 3.62 | |
| -0.0947 | -3.11 | |
| 0.0572 | 2.62 |
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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