Deutsche Bank AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
33.25%
decreased by 0.84%
1 Week
33.29%
decreased by 0.80%
1 Month
33.45%
decreased by 0.64%
Analysis last updated: Friday, May 1, 2026 at 08:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.5205 | 6.02 | |
| 0.0587 | 75.97 | |
| 0.9975 | 2,624.99 | |
| 5.6809 | 20.95 |
Estimation Period:
Jan 2, 1990 to Apr 30, 2026
Jan 2, 1990 to Apr 30, 2026
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