V-Lab
Deutsche Bank AG GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:44.35% (-0.95%)
Analysis last updated: Saturday, May 4, 2024 at 10:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 12.28 | |
| 0.0551 | 37.83 | |
| 0.9420 | 687.59 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
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