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

V-Lab

Deutsche Bank AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:35.82% (-0.96%)

Analysis last updated: Saturday, May 31, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0241	9.98
$α$	0.0383	13.98
$β$	0.9436	672.52
$γ$	0.0281	5.82

Estimation Period:
Jan 2, 1990 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts