V-Lab
Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 5th, 2025:40.95% (+14.07%)
Analysis last updated: Wednesday, March 5, 2025 at 09:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 9.81 | |
| 0.0355 | 13.41 | |
| 0.9470 | 708.80 | |
| 0.0272 | 6.02 |
Estimation Period:
Jan 2, 1990 to Feb 28, 2025
Jan 2, 1990 to Feb 28, 2025
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