Deutsche Pfandbriefbank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.59% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5272 | 13.74 | |
| 0.0773 | 8.16 | |
| 0.7971 | 77.77 | |
| 0.0836 | 5.32 |
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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