V-Lab
V-Lab
Deutsche Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:63.83% (+14.35%)
Analysis last updated: Saturday, April 5, 2025 at 11:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Bank AG GJR-GARCH
paramt-stat
ω0.02349.83
α0.038213.99
β0.9442675.86
γ0.02775.77
Estimation Period:
Jan 2, 1990 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts