Deutsche Pfandbriefbank AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.20% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1337 | 14.79 | |
| 0.2163 | 13.81 | |
| 0.9332 | 193.38 | |
| -0.0528 | -5.31 |
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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