V-Lab: Deutsche Bank AG Asy. Power MEM Volatility Analysis

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V-Lab

Deutsche Bank AG Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:33.23% (+1.42%)

Analysis last updated: Friday, April 26, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0283	19.38
$α$	0.1734	61.21
$β$	0.8199	275.96
$γ$	0.1614	23.34
$δ$	0.5000	10.90

Estimation Period:
Nov 18, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts