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

V-Lab

Deutsche Bank AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 30th, 2025:33.82% (-1.19%)

Analysis last updated: Friday, May 30, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0451	18.16
$β$	0.8809	122.38
$γ$	0.0486	13.37
$λ_{1}$	0.0097	4.62
$λ_{2}$	0.0254	3.27
$λ_{3}$	0.9725	116.30

Estimation Period:
Jan 2, 1990 to May 23, 2025

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Volatility Forecasts

Volatility Forecasts