Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:28.24% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 9.96 | |
| 0.0364 | 13.97 | |
| 0.9456 | 692.74 | |
| 0.0280 | 6.09 |
Estimation Period:
Jan 2, 1990 to Dec 23, 2025
Jan 2, 1990 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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