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

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Deutsche Bank AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 5th, 2025:30.45% (-0.99%)

Analysis last updated: Wednesday, November 5, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0439	18.08
$β$	0.8823	124.49
$γ$	0.0482	13.56
$λ_{1}$	0.0094	4.63
$λ_{2}$	0.0247	3.34
$λ_{3}$	0.9733	122.17

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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