Deutsche Pfandbriefbank AG AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.56% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5646 | 11.94 | |
| 0.1377 | 14.76 | |
| 0.7682 | 65.90 | |
| 0.5863 | 6.39 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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