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

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Deutsche Bank AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:28.27% (-0.01%)

Analysis last updated: Friday, December 12, 2025 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0441	18.15
$β$	0.8821	124.02
$γ$	0.0480	13.53
$λ_{1}$	0.0094	4.62
$λ_{2}$	0.0248	3.34
$λ_{3}$	0.9733	121.93

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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