V-Lab: Deutsche Bank AG GAS-GARCH Student T Volatility Analysis

V-Lab

Deutsche Bank AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:26.10% (-1.06%)

Analysis last updated: Saturday, August 23, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.4698	6.01
$α$	0.0591	75.72
$β$	0.9975	2,604.40
$ν$	5.6990	20.69

Estimation Period:
Jan 2, 1990 to Aug 22, 2025