DB Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:51.61% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1900 | 15.22 | |
| 0.1064 | 20.81 | |
| 0.8883 | 232.97 | |
| -0.0183 | -2.47 |
Estimation Period:
Jan 6, 1993 to Feb 13, 2026
Jan 6, 1993 to Feb 13, 2026
News Impact Curve
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