V-Lab: Deutsche Bank AG EGARCH Volatility Analysis

V-Lab

Deutsche Bank AG EGARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:33.07% (-1.12%)

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
$ω$	0.0204	16.02
$α$	0.1258	30.04
$β$	0.9894	1,990.67
$γ$	-0.0291	-6.41

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts