Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:23.33% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 9.90 | |
| 0.0371 | 14.03 | |
| 0.9446 | 683.99 | |
| 0.0284 | 6.05 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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