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

V-Lab

Deutsche Bank AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 8th, 2025:68.19% (-0.52%)

Analysis last updated: Tuesday, April 8, 2025 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0448	18.30
$β$	0.8841	123.93
$γ$	0.0473	13.03
$λ_{1}$	0.0095	4.73
$λ_{2}$	0.0250	3.28
$λ_{3}$	0.9731	119.08

Estimation Period:
Jan 2, 1990 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts