Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
33.77%
decreased by 0.56%
1 Week
33.81%
decreased by 0.52%
1 Month
33.96%
decreased by 0.37%
Analysis last updated: Friday, May 1, 2026 at 08:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 9.95 | |
| 0.0361 | 13.99 | |
| 0.9458 | 697.47 | |
| 0.0283 | 6.23 |
Estimation Period:
Jan 2, 1990 to Apr 30, 2026
Jan 2, 1990 to Apr 30, 2026
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