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

Skip to main content

V-Lab

Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 18th, 2025:29.88% (-0.75%)

Analysis last updated: Thursday, December 18, 2025 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9795	4.38
$α$	0.0632	8.95
$β$	0.9135	98.15
$γ_{1}$	0.0611	1.74
$γ_{2}$	-0.0308	-0.56
$γ_{3}$	-0.1147	-2.99
$γ_{4}$	0.1731	5.28
$γ_{5}$	-0.1552	-4.97
$γ_{6}$	0.1190	3.66
$γ_{7}$	-0.0949	-3.13
$γ_{8}$	0.0565	2.59

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts