Deutsche Bank AG GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:32.20% (+9.63%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0234 | 12.80 | |
0.0559 | 38.03 | |
0.9409 | 677.40 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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