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

V-Lab

Deutsche Bank AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:31.09% (-0.30%)

Analysis last updated: Sunday, June 29, 2025 at 04:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0243	10.01
$α$	0.0384	14.01
$β$	0.9434	675.28
$γ$	0.0282	5.84

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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Volatility Forecasts

Volatility Forecasts