Deutsche Bank AG GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
32.04%
increased by 0.70%
1 Week
32.12%
increased by 0.78%
1 Month
32.44%
increased by 1.10%
Analysis last updated: Saturday, May 16, 2026 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 12.86 | |
| 0.0556 | 38.37 | |
| 0.9413 | 686.05 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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