Deutsche Bank AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:30.65% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9938 | 4.50 | |
| 0.0631 | 8.93 | |
| 0.9135 | 97.95 | |
| 0.0642 | 1.82 | |
| -0.0342 | -0.62 | |
| -0.1158 | -3.02 | |
| 0.1768 | 5.41 | |
| -0.1597 | -5.14 | |
| 0.1221 | 3.76 | |
| -0.0942 | -2.79 | |
| 0.0474 | 0.80 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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