Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.28% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 9.98 | |
| 0.0366 | 14.01 | |
| 0.9455 | 693.18 | |
| 0.0280 | 6.09 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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