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

V-Lab

Deutsche Bank AG Asy. MEM Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:27.57% (-1.29%)

Analysis last updated: Saturday, September 13, 2025 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0352	27.36
$α$	0.1483	38.32
$β$	0.8273	379.15
$γ$	0.0456	7.40

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

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Volatility Forecasts