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Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:30.06% (+1.07%)
Analysis last updated: Saturday, January 31, 2026 at 10:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Bank AG S0GARCH
paramt-stat
ω1.00084.51
α0.06318.95
β0.913698.42
γ10.06531.86
γ2-0.0376-0.68
γ3-0.1102-2.87
γ40.17005.18
γ5-0.1535-4.93
γ60.11873.64
γ7-0.0961-3.14
γ80.05832.65
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts