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 Monday, June 30th, 2025:31.10% (+0.37%)

Analysis last updated: Sunday, June 29, 2025 at 04:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.5014	6.04
$α$	0.0592	75.66
$β$	0.9975	2,631.92
$ν$	5.7264	20.51

Estimation Period:
Jan 2, 1990 to Jun 27, 2025