Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
35.29%
increased by 4.96%
1 Week
35.31%
increased by 4.98%
1 Month
35.42%
increased by 5.09%
Analysis last updated: Saturday, June 13, 2026 at 08:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 9.94 | |
| 0.0358 | 14.02 | |
| 0.9462 | 701.89 | |
| 0.0283 | 6.29 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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