Deutsche Bank AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
35.26%
increased by 5.04%
1 Week
35.29%
increased by 5.07%
1 Month
35.40%
increased by 5.18%
Analysis last updated: Saturday, June 13, 2026 at 08:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.5284 | 6.06 | |
| 0.0582 | 76.29 | |
| 0.9975 | 2,674.33 | |
| 5.6682 | 21.19 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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