V-Lab: Deutsche Bank AG APARCH Volatility Analysis

V-Lab

Deutsche Bank AG APARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:27.83% (+3.68%)

Analysis last updated: Wednesday, September 17, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0304	17.29
$α$	0.0635	27.69
$β$	0.9365	491.84
$γ$	0.2500	11.28
$δ$	1.2647	29.39

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts