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

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V-Lab

Deutsche Bank AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:30.87% (-1.33%)

Analysis last updated: Friday, May 10, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.3638	4.96
$α$	0.0576	35.07
$β$	0.9928	723.09
$ν$	6	7.72

Estimation Period:
Nov 18, 1996 to May 10, 2024