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

V-Lab

Deutsche Bank AG Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 22nd, 2025:26.46% (-0.90%)

Analysis last updated: Thursday, May 22, 2025 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0349	28.92
$α$	0.2035	65.73
$β$	0.7895	286.97
$γ$	0.0835	13.55
$δ$	0.6226	14.51

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts