V-Lab: Deutsche Bank AG AGARCH Volatility Analysis

V-Lab

Deutsche Bank AG AGARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:31.74% (-0.73%)

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
$ω$	0.0233	7.80
$α$	0.0586	38.01
$β$	0.9370	678.04
$γ$	0.2978	6.62

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

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Volatility Forecasts

Volatility Forecasts