Deutsche Bank AG MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
31.64%
decreased by 0.48%
1 Week
31.98%
decreased by 0.14%
1 Month
32.93%
increased by 0.81%
Analysis last updated: Friday, May 1, 2026 at 08:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0434 | 18.09 | |
| 0.8831 | 126.48 | |
| 0.0483 | 13.76 | |
| 0.0092 | 4.70 | |
| 0.0243 | 3.39 | |
| 0.9737 | 125.92 |
Estimation Period:
Jan 2, 1990 to Apr 30, 2026
Jan 2, 1990 to Apr 30, 2026
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