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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0300	17.66***
α ARCH Response to squared shocks	0.0622	27.74***
β GARCH Volatility persistence	0.9378	501.47***
γ leverage Additional response to negative shocks	0.2557	11.51***
δ power Transformation power	1.2517	29.43***

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Deutsche Bank AG APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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