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

V-Lab

Deutsche Bank AG GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:32.51% (-0.82%)

Analysis last updated: Friday, July 11, 2025 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0242	10.00
$α$	0.0384	14.02
$β$	0.9435	676.82
$γ$	0.0281	5.82

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

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