Deutsche Bank AG EGARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:40.68% (+2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 13.87 | |
| 0.1221 | 31.79 | |
| 0.9888 | 1,458.45 | |
| -0.0345 | -10.06 |
Estimation Period:
Nov 18, 1996 to Feb 27, 2026
Nov 18, 1996 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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