Deutsche Bank AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:25.38% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4340 | 5.97 | |
| 0.0587 | 75.92 | |
| 0.9975 | 2,577.47 | |
| 5.6767 | 20.77 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
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