Deutsche Bank AG EGARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:31.05% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 15.81 | |
| 0.1238 | 29.96 | |
| 0.9895 | 2,015.32 | |
| -0.0289 | -6.50 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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