V-Lab: Deutsche Bank AG APARCH Volatility Analysis

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Deutsche Bank AG APARCH Volatility Analysis

Volatility Prediction for Wednesday, October 29th, 2025:26.98% (-0.19%)

Analysis last updated: Wednesday, October 29, 2025 at 08:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0305	17.50
$α$	0.0635	27.73
$β$	0.9365	488.76
$γ$	0.2524	11.29
$δ$	1.2394	28.76

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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