Deutsche Bank AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:22.53% (+0.07%)
Parameter Estimates
param | t-stat | |
---|---|---|
6.4154 | 5.97 | |
0.0590 | 75.82 | |
0.9975 | 2,577.47 | |
5.7072 | 20.51 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
Other Deutsche Bank AG Analyses
Other GAS-GARCH Student T Analyses on International Equities