V-Lab: Deutsche Bank AG MEM Volatility Analysis

V-Lab

Deutsche Bank AG MEM Volatility Analysis

Volatility Prediction for Friday, July 4th, 2025:31.83% (-2.53%)

Analysis last updated: Friday, July 4, 2025 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0367	10.04
$α$	0.1830	57.66
$β$	0.8169	367.97

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts