Deutsche Pfandbriefbank AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.59% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0964 | 10.75 | |
| 0.1838 | 15.59 | |
| 0.9461 | 215.17 | |
| -0.0659 | -7.92 |
Estimation Period:
Jul 15, 2015 to Feb 6, 2026
Jul 15, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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