Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:43.36% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 9.95 | |
| 0.0365 | 14.00 | |
| 0.9455 | 694.70 | |
| 0.0282 | 6.14 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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