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

V-Lab

Deutsche Bank AG Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:28.71% (+1.57%)

Analysis last updated: Sunday, July 13, 2025 at 03:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0346	28.94
$α$	0.2021	65.80
$β$	0.7904	288.35
$γ$	0.0828	13.40
$δ$	0.6022	14.18

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts