V-Lab

Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:33.59% (-1.01%)
Analysis last updated: Friday, May 30, 2025 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Bank AG S0GARCH
paramt-stat
ω0.97774.39
α0.06418.96
β0.912796.62
γ10.05841.60
γ2-0.0219-0.38
γ3-0.1280-3.22
γ40.18605.48
γ5-0.1646-4.95
γ60.12423.68
γ7-0.0948-3.14
γ80.05352.49
Estimation Period:
Jan 2, 1990 to May 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts