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

V-Lab

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V-Lab

Deutsche Bank AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:35.94% (+5.60%)

Analysis last updated: Wednesday, March 5, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.3154	6.06
$α$	0.0580	74.24
$β$	0.9975	2688.80
$ν$	6	19.82

Estimation Period:
Jan 2, 1990 to Feb 28, 2025