Deutsche Pfandbriefbank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.72% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3457 | 17.99 | |
| 0.0570 | 8.99 | |
| 0.8288 | 108.62 | |
| 0.0916 | 8.05 |
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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