Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:26.48% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 9.95 | |
| 0.0363 | 13.95 | |
| 0.9456 | 693.26 | |
| 0.0281 | 6.12 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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