V-Lab: Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:32.99% (-0.18%)

Analysis last updated: Sunday, June 29, 2025 at 04:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9769	4.39
$α$	0.0643	8.98
$β$	0.9121	96.34
$γ_{1}$	0.0589	1.63
$γ_{2}$	-0.0235	-0.42
$γ_{3}$	-0.1257	-3.20
$γ_{4}$	0.1839	5.48
$γ_{5}$	-0.1633	-5.00
$γ_{6}$	0.1238	3.71
$γ_{7}$	-0.0957	-3.19
$γ_{8}$	0.0549	2.57

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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Volatility Forecasts

Volatility Forecasts