V-Lab: Deutsche Bank AG AGARCH Volatility Analysis

V-Lab

Deutsche Bank AG AGARCH Volatility Analysis

Volatility Prediction for Friday, May 23rd, 2025:34.59% (-0.85%)

Analysis last updated: Friday, May 23, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0230	7.78
$α$	0.0584	37.80
$β$	0.9373	674.34
$γ$	0.2953	6.56

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

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Volatility Forecasts

Volatility Forecasts