Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
31.62%
decreased by 0.92%
1 Week
31.85%
decreased by 0.69%
1 Month
32.61%
increased by 0.07%
Analysis last updated: Saturday, May 23, 2026 at 08:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9863 | 4.35 | |
| 0.0629 | 8.99 | |
| 0.9142 | 99.82 | |
| 0.0629 | 1.82 | |
| -0.0368 | -0.68 | |
| -0.1051 | -2.76 | |
| 0.1634 | 4.96 | |
| -0.1475 | -4.78 | |
| 0.1142 | 3.51 | |
| -0.0942 | -3.05 | |
| 0.0584 | 2.64 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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