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

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V-Lab

Deutsche Bank AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 29th, 2025:21.23% (+0.06%)

Analysis last updated: Wednesday, January 29, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0218	9.66
$α$	0.0350	13.28
$β$	0.9471	707.88
$γ$	0.0277	6.14

Estimation Period:
Jan 2, 1990 to Jan 24, 2025

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