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Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.18% (-0.28%)
Analysis last updated: Friday, February 20, 2026 at 08:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Bank AG S0GARCH
paramt-stat
ω0.98194.37
α0.06338.97
β0.913498.44
γ10.06181.77
γ2-0.0331-0.61
γ3-0.1109-2.91
γ40.16935.17
γ5-0.1523-4.92
γ60.11733.62
γ7-0.0947-3.11
γ80.05722.62
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts