Deutsche Bank AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:43.70% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.6039 | 6.08 | |
| 0.0589 | 76.29 | |
| 0.9975 | 2,681.50 | |
| 5.6902 | 20.96 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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