V-Lab: Deutsche Bank AG MF2-GARCH Volatility Analysis

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V-Lab

Deutsche Bank AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:33.53% (-0.50%)

Analysis last updated: Saturday, May 18, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0418	17.10
$β$	0.8894	123.32
$γ$	0.0463	12.69
$λ_{1}$	0.0094	4.59
$λ_{2}$	0.0249	3.11
$λ_{3}$	0.9731	113.31

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

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