Deutsche Bank AG EGARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:29.83% (+2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 15.67 | |
| 0.1238 | 29.84 | |
| 0.9895 | 2,011.27 | |
| -0.0289 | -6.50 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
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