Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:31.27% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 9.95 | |
| 0.0365 | 13.98 | |
| 0.9455 | 692.71 | |
| 0.0280 | 6.09 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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