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

V-Lab

Deutsche Bank AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:35.43% (-0.59%)

Analysis last updated: Saturday, August 9, 2025 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0234	9.93
$α$	0.0375	14.09
$β$	0.9448	686.63
$γ$	0.0276	5.90

Estimation Period:
Jan 2, 1990 to Aug 8, 2025

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Volatility Forecasts

Volatility Forecasts