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

V-Lab

Deutsche Bank AG Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:28.15% (-0.25%)

Analysis last updated: Tuesday, September 16, 2025 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0345	29.02
$α$	0.2016	65.95
$β$	0.7905	289.12
$γ$	0.0827	13.40
$δ$	0.5865	13.83

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts