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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0338	29.15***
α ARCH Response to squared shocks	0.1976	66.43***
β GARCH Volatility persistence	0.7942	297.91***
γ leverage Additional response to negative shocks	0.0810	13.17***
δ power Transformation power	0.5715	13.62***

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Deutsche Bank AG Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Deutsche Bank AG Analyses