V-Lab
Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:27.28% (+0.34%)
Analysis last updated: Thursday, November 21, 2024 at 12:52 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 9.64 | |
| 0.0352 | 13.29 | |
| 0.9470 | 706.21 | |
| 0.0277 | 6.11 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
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