Deutsche Bank AG MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:39.24% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0440 | 18.12 | |
| 0.8820 | 124.83 | |
| 0.0482 | 13.61 | |
| 0.0093 | 4.64 | |
| 0.0246 | 3.36 | |
| 0.9734 | 123.43 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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