V-Lab: Deutsche Bank AG GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Deutsche Bank AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:27.33% (+0.04%)

Analysis last updated: Saturday, May 18, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.3296	6.12
$α$	0.0586	73.97
$β$	0.9976	2748.14
$ν$	6	19.84

Estimation Period:
Jan 2, 1990 to May 17, 2024