V-Lab: Deutsche Bank AG APARCH Volatility Analysis

V-Lab

Deutsche Bank AG APARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:31.71% (-1.06%)

Analysis last updated: Friday, July 11, 2025 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0307	17.15
$α$	0.0642	27.75
$β$	0.9358	490.22
$γ$	0.2452	11.05
$δ$	1.2782	29.70

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts