V-Lab
V-Lab
Deutsche Bank AG Asy. MEM Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:45.78% (-2.66%)

Analysis last updated: Saturday, May 4, 2024 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Bank AG AMEM
paramt-stat
ω0.033626.45
α0.145637.18
β0.8288372.65
γ0.04837.74
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts