Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
40.29%
decreased by 1.05%
1 Week
40.28%
decreased by 1.06%
1 Month
40.24%
decreased by 1.10%
Analysis last updated: Saturday, April 11, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 9.93 | |
| 0.0363 | 13.98 | |
| 0.9458 | 697.98 | |
| 0.0281 | 6.15 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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