Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:38.77% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9958 | 4.43 | |
| 0.0634 | 9.01 | |
| 0.9136 | 99.07 | |
| 0.0640 | 1.83 | |
| -0.0366 | -0.67 | |
| -0.1085 | -2.83 | |
| 0.1674 | 5.07 | |
| -0.1510 | -4.85 | |
| 0.1166 | 3.57 | |
| -0.0944 | -3.07 | |
| 0.0570 | 2.59 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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