V-Lab: Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:34.59% (-0.51%)

Analysis last updated: Monday, July 7, 2025 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9767	4.39
$α$	0.0643	8.98
$β$	0.9120	96.21
$γ_{1}$	0.0592	1.64
$γ_{2}$	-0.0240	-0.42
$γ_{3}$	-0.1254	-3.20
$γ_{4}$	0.1838	5.49
$γ_{5}$	-0.1634	-5.00
$γ_{6}$	0.1239	3.72
$γ_{7}$	-0.0955	-3.19
$γ_{8}$	0.0545	2.57

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

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Volatility Forecasts

Volatility Forecasts