V-Lab

Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:32.71% (-0.41%)
Analysis last updated: Friday, May 23, 2025 at 09:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Bank AG S0GARCH
paramt-stat
ω0.97714.39
α0.06418.95
β0.912696.18
γ10.05821.59
γ2-0.0214-0.37
γ3-0.1287-3.24
γ40.18685.49
γ5-0.1652-4.95
γ60.12453.68
γ7-0.0949-3.15
γ80.05332.48
Estimation Period:
Jan 2, 1990 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts