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Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:38.77% (-1.06%)
Analysis last updated: Thursday, March 12, 2026 at 06:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Bank AG S0GARCH
paramt-stat
ω0.99584.43
α0.06349.01
β0.913699.07
γ10.06401.83
γ2-0.0366-0.67
γ3-0.1085-2.83
γ40.16745.07
γ5-0.1510-4.85
γ60.11663.57
γ7-0.0944-3.07
γ80.05702.59
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts