DB Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.55% (+4.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2250 | 31.95 | |
| 0.5238 | 31.65 | |
| -0.0554 | -6.01 | |
| 0.1522 | 2.41 | |
| 0.0714 | 3.72 | |
| 0.9150 | 40.20 |
Estimation Period:
Jan 6, 1993 to Feb 6, 2026
Jan 6, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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