Deutsche Bank AG EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
34.87%
increased by 0.58%
1 Week
35.00%
increased by 0.71%
1 Month
35.48%
increased by 1.19%
Analysis last updated: Friday, June 5, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 15.69 | |
| 0.1230 | 30.02 | |
| 0.9895 | 2,027.75 | |
| -0.0291 | -6.64 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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