V-Lab: Deutsche Bank AG APARCH Volatility Analysis

V-Lab

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V-Lab

Deutsche Bank AG APARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:36.64% (-0.83%)

Analysis last updated: Saturday, May 4, 2024 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0268	16.65
$α$	0.0586	25.86
$β$	0.9414	527.69
$γ$	0.2519	10.70
$δ$	1.3604	31.04

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts