Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
33.03%
decreased by 0.72%
1 Week
33.20%
decreased by 0.55%
1 Month
33.75%
decreased by 0.00%
Analysis last updated: Friday, May 1, 2026 at 08:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9853 | 4.35 | |
| 0.0631 | 9.00 | |
| 0.9139 | 99.46 | |
| 0.0626 | 1.81 | |
| -0.0359 | -0.66 | |
| -0.1066 | -2.80 | |
| 0.1648 | 5.01 | |
| -0.1486 | -4.81 | |
| 0.1149 | 3.54 | |
| -0.0941 | -3.06 | |
| 0.0579 | 2.62 |
Estimation Period:
Jan 2, 1990 to Apr 30, 2026
Jan 2, 1990 to Apr 30, 2026
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