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, July 10th, 2025:35.35% (+2.52%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.5276	6.07
$α$	0.0592	75.71
$β$	0.9975	2,660.03
$ν$	5.7327	20.51

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