V-Lab
Deutsche Bank AG EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:34.64% (-0.59%)
Analysis last updated: Saturday, May 4, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 13.58 | |
| 0.1186 | 28.41 | |
| 0.9903 | 2093.69 | |
| -0.0296 | -6.50 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
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