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

V-Lab

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V-Lab

Deutsche Bank AG Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:39.79% (-3.12%)

Analysis last updated: Friday, May 3, 2024 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0333	28.33
$α$	0.1986	64.35
$β$	0.7955	289.79
$γ$	0.0865	13.58
$δ$	0.6400	14.69

Estimation Period:
Jan 2, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts