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

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Deutsche Bank AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:27.05% (+0.09%)

Analysis last updated: Saturday, October 11, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0445	18.34
$β$	0.8824	125.57
$γ$	0.0480	13.56
$λ_{1}$	0.0094	4.73
$λ_{2}$	0.0243	3.37
$λ_{3}$	0.9736	125.18

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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