Deutsche Pfandbriefbank AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.78% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3964 | 4.13 | |
| 0.0982 | 14.71 | |
| 0.9535 | 84.21 | |
| 3.5097 | 7.72 |
Estimation Period:
Jul 15, 2015 to Feb 6, 2026
Jul 15, 2015 to Feb 6, 2026
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