Deutsche Bank AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:28.91% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4644 | 6.00 | |
| 0.0586 | 76.04 | |
| 0.9975 | 2,611.24 | |
| 5.6727 | 20.88 |
Estimation Period:
Jan 2, 1990 to Dec 23, 2025
Jan 2, 1990 to Dec 23, 2025
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