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	param	t-stat
$ω$	0.9885	4.34
$α$	0.0626	8.99
$β$	0.9149	100.72
$γ_{1}$	0.0631	1.82
$γ_{2}$	-0.0376	-0.69
$γ_{3}$	-0.1038	-2.72
$γ_{4}$	0.1618	4.88
$γ_{5}$	-0.1458	-4.70
$γ_{6}$	0.1125	3.45
$γ_{7}$	-0.0925	-2.97
$γ_{8}$	0.0570	2.55

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Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Deutsche Bank AG Analyses