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
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