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, January 29th, 2025:22.32% (+0.73%)

Analysis last updated: Wednesday, January 29, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.2429	6.04
$α$	0.0579	74.37
$β$	0.9975	2667.22
$ν$	6	19.97

Estimation Period:
Jan 2, 1990 to Jan 24, 2025