V-Lab

Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 4th, 2025:34.98% (-0.93%)
Analysis last updated: Friday, July 4, 2025 at 11:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Bank AG S0GARCH
paramt-stat
ω0.97694.39
α0.06438.98
β0.912196.34
γ10.05891.63
γ2-0.0235-0.42
γ3-0.1257-3.20
γ40.18395.48
γ5-0.1633-5.00
γ60.12383.71
γ7-0.0957-3.19
γ80.05492.57
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts