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Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.70% (-0.60%)
Analysis last updated: Saturday, February 7, 2026 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Bank AG S0GARCH
paramt-stat
ω0.98134.37
α0.06348.97
β0.913298.14
γ10.06161.77
γ2-0.0327-0.60
γ3-0.1116-2.93
γ40.17005.20
γ5-0.1528-4.93
γ60.11763.63
γ7-0.0947-3.12
γ80.05702.62
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts