Deutsche Bank AG EGARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:27.55% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 15.65 | |
| 0.1238 | 29.91 | |
| 0.9895 | 2,007.12 | |
| -0.0291 | -6.54 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
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