Skip to main content
V-Lab

Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:26.77% (-0.54%)
Analysis last updated: Saturday, January 10, 2026 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Bank AG S0GARCH
paramt-stat
ω0.98044.38
α0.06328.94
β0.913498.03
γ10.06141.75
γ2-0.0318-0.58
γ3-0.1132-2.96
γ40.17175.24
γ5-0.1544-4.97
γ60.11913.67
γ7-0.0964-3.18
γ80.05862.68
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Impact of return on volatility tomorrow
Volatility Forecasts