Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:26.77% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9804 | 4.38 | |
| 0.0632 | 8.94 | |
| 0.9134 | 98.03 | |
| 0.0614 | 1.75 | |
| -0.0318 | -0.58 | |
| -0.1132 | -2.96 | |
| 0.1717 | 5.24 | |
| -0.1544 | -4.97 | |
| 0.1191 | 3.67 | |
| -0.0964 | -3.18 | |
| 0.0586 | 2.68 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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