Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:30.29% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 9.92 | |
| 0.0364 | 13.95 | |
| 0.9455 | 691.16 | |
| 0.0282 | 6.12 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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