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 Wednesday, November 26th, 2025:34.37% (-0.76%)

Analysis last updated: Wednesday, November 26, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9791	4.38
$α$	0.0633	8.96
$β$	0.9134	98.13
$γ_{1}$	0.0608	1.72
$γ_{2}$	-0.0298	-0.54
$γ_{3}$	-0.1162	-3.02
$γ_{4}$	0.1745	5.30
$γ_{5}$	-0.1561	-4.97
$γ_{6}$	0.1193	3.66
$γ_{7}$	-0.0940	-3.11
$γ_{8}$	0.0552	2.53

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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