V-Lab: Deutsche Bank AG MF2-GARCH Volatility Analysis

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Deutsche Bank AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 26th, 2025:34.39% (-1.08%)

Analysis last updated: Wednesday, November 26, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0440	18.15
$β$	0.8824	124.75
$γ$	0.0481	13.58
$λ_{1}$	0.0093	4.64
$λ_{2}$	0.0246	3.35
$λ_{3}$	0.9734	123.22

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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