Deutsche Bank AG MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
31.66%
increased by 0.50%
1 Week
31.96%
increased by 0.80%
1 Month
32.89%
increased by 1.73%
Analysis last updated: Saturday, May 30, 2026 at 10:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0431 | 18.02 | |
| 0.8834 | 126.71 | |
| 0.0485 | 13.80 | |
| 0.0092 | 4.69 | |
| 0.0243 | 3.38 | |
| 0.9737 | 125.84 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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