V-Lab
V-Lab
Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:46.35% (-1.23%)
Analysis last updated: Thursday, May 8, 2025 at 10:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Bank AG GJR-GARCH
paramt-stat
ω0.02359.86
α0.038013.94
β0.9443677.89
γ0.02785.81
Estimation Period:
Jan 2, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts