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

V-Lab

Deutsche Bank AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:61.77% (-1.75%)

Analysis last updated: Thursday, April 17, 2025 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0234	9.82
$α$	0.0383	13.99
$β$	0.9441	676.77
$γ$	0.0278	5.79

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

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Volatility Forecasts