Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:33.84% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 9.94 | |
| 0.0366 | 13.99 | |
| 0.9454 | 691.62 | |
| 0.0281 | 6.09 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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