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 Thursday, May 8th, 2025:44.25% (-2.01%)

Analysis last updated: Thursday, May 8, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.6069	6.20
$α$	0.0589	75.66
$β$	0.9976	2,810.08
$ν$	5.7367	20.83

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