Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.70% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9813 | 4.37 | |
| 0.0634 | 8.97 | |
| 0.9132 | 98.14 | |
| 0.0616 | 1.77 | |
| -0.0327 | -0.60 | |
| -0.1116 | -2.93 | |
| 0.1700 | 5.20 | |
| -0.1528 | -4.93 | |
| 0.1176 | 3.63 | |
| -0.0947 | -3.12 | |
| 0.0570 | 2.62 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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