V-Lab: Deutsche Bank AG GJR-GARCH Volatility Analysis

V-Lab

Deutsche Bank AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:28.30% (-0.67%)

Analysis last updated: Saturday, August 23, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0235	9.88
$α$	0.0370	14.01
$β$	0.9448	685.13
$γ$	0.0284	6.07

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

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Volatility Forecasts

Volatility Forecasts