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 Friday, May 30th, 2025:34.18% (-1.54%)

Analysis last updated: Friday, May 30, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.5358	6.10
$α$	0.0591	75.48
$β$	0.9975	2,696.02
$ν$	5.7279	20.63

Estimation Period:
Jan 2, 1990 to May 23, 2025