Deutsche Bank AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
30.23%
decreased by 1.34%
1 Week
30.29%
decreased by 1.28%
1 Month
30.53%
decreased by 1.04%
Analysis last updated: Saturday, May 23, 2026 at 08:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4921 | 6.00 | |
| 0.0585 | 76.03 | |
| 0.9975 | 2,604.42 | |
| 5.6760 | 20.94 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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