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, November 20th, 2024:29.35% (+0.53%)

Analysis last updated: Thursday, November 21, 2024 at 12:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.3356	6.11
$α$	0.0582	74.46
$β$	0.9976	2725.58
$ν$	6	20.15

Estimation Period:
Jan 2, 1990 to Nov 15, 2024