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 23rd, 2025:32.78% (-0.30%)

Analysis last updated: Friday, May 23, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.5355	6.09
$α$	0.0592	75.36
$β$	0.9975	2,688.74
$ν$	5.7284	20.61

Estimation Period:
Jan 2, 1990 to May 16, 2025