V-Lab
Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:41.22% (-0.97%)
Analysis last updated: Thursday, May 9, 2024 at 09:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0464 | 14.55 | |
| 0.0275 | 10.88 | |
| 0.9456 | 558.51 | |
| 0.0408 | 9.20 |
Estimation Period:
Nov 18, 1996 to May 3, 2024
Nov 18, 1996 to May 3, 2024
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