Deutsche Pfandbriefbank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.56% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5269 | 4.40 | |
| 0.1773 | 4.61 | |
| 0.6996 | 12.51 | |
| -2.9417 | -4.38 | |
| 4.0183 | 3.61 | |
| -1.4776 | -1.42 | |
| 1.0998 | 0.98 | |
| -1.7946 | -1.69 | |
| 1.6468 | 2.34 |
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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