Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.96% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 15.64 | |
| 0.0289 | 11.92 | |
| 0.9441 | 553.70 | |
| 0.0393 | 9.07 |
Estimation Period:
Nov 18, 1996 to Feb 6, 2026
Nov 18, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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