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

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Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:25.46% (-0.09%)

Analysis last updated: Saturday, October 11, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9791	4.38
$α$	0.0638	8.96
$β$	0.9128	97.20
$γ_{1}$	0.0602	1.69
$γ_{2}$	-0.0278	-0.50
$γ_{3}$	-0.1191	-3.08
$γ_{4}$	0.1775	5.37
$γ_{5}$	-0.1589	-5.01
$γ_{6}$	0.1221	3.72
$γ_{7}$	-0.0975	-3.24
$γ_{8}$	0.0583	2.70

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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