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 Tuesday, November 4th, 2025:32.94% (-0.39%)

Analysis last updated: Tuesday, November 4, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9781	4.38
$α$	0.0633	8.95
$β$	0.9133	97.74
$γ_{1}$	0.0606	1.71
$γ_{2}$	-0.0289	-0.52
$γ_{3}$	-0.1176	-3.05
$γ_{4}$	0.1759	5.35
$γ_{5}$	-0.1572	-4.99
$γ_{6}$	0.1200	3.68
$γ_{7}$	-0.0944	-3.12
$γ_{8}$	0.0552	2.54

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts