Deutsche Bank AG MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
33.16%
increased by 0.08%
1 Week
33.46%
increased by 0.38%
1 Month
34.24%
increased by 1.16%
Analysis last updated: Wednesday, June 24, 2026 at 06:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0429 | 18.01 | |
| 0.8835 | 126.65 | |
| 0.0486 | 13.85 | |
| 0.0092 | 4.66 | |
| 0.0245 | 3.38 | |
| 0.9736 | 125.16 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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