V-Lab
Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, July 26th, 2024:41.69% (-1.08%)
Analysis last updated: Friday, July 26, 2024 at 04:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 9.44 | |
| 0.0351 | 13.04 | |
| 0.9464 | 691.84 | |
| 0.0289 | 6.21 |
Estimation Period:
Jan 2, 1990 to Jul 19, 2024
Jan 2, 1990 to Jul 19, 2024
News Impact Curve
Volatility Forecasts
Other Deutsche Bank AG Analyses