Deutsche Bank AG EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
37.09%
decreased by 0.51%
1 Week
37.32%
decreased by 0.28%
1 Month
38.18%
increased by 0.58%
Analysis last updated: Tuesday, June 9, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 13.78 | |
| 0.1212 | 31.69 | |
| 0.9888 | 1,456.31 | |
| -0.0347 | -10.23 |
Estimation Period:
Nov 18, 1996 to Jun 5, 2026
Nov 18, 1996 to Jun 5, 2026
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