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 ·

All

graph of Deutsche Bank AG S0GARCH
paramt-stat
ω0.97674.39
α0.06438.98
β0.912096.21
γ10.05921.64
γ2-0.0240-0.42
γ3-0.1254-3.20
γ40.18385.49
γ5-0.1634-5.00
γ60.12393.72
γ7-0.0955-3.19
γ80.05452.57
Estimation Period:
Jan 2, 1990 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts