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

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V-Lab

Deutsche Bank AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:45.94% (+18.62%)

Analysis last updated: Wednesday, March 5, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0432	17.61
$β$	0.8863	121.54
$γ$	0.0452	12.53
$λ_{1}$	0.0096	4.50
$λ_{2}$	0.0253	3.13
$λ_{3}$	0.9726	111.94

Estimation Period:
Jan 2, 1990 to Feb 28, 2025

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Volatility Forecasts

Volatility Forecasts