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V-Lab

Deutsche Pfandbriefbank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.56% (-0.38%)
Analysis last updated: Sunday, February 8, 2026 at 12:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Deutsche Pfandbriefbank AG S0GARCH
paramt-stat
ω0.52694.40
α0.17734.61
β0.699612.51
γ1-2.9417-4.38
γ24.01833.61
γ3-1.4776-1.42
γ41.09980.98
γ5-1.7946-1.69
γ61.64682.34
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts