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

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Deutsche Bank AG Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 22nd, 2025:33.47% (-0.79%)

Analysis last updated: Wednesday, October 22, 2025 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9917	4.50
$α$	0.0637	8.91
$β$	0.9127	96.67
$γ_{1}$	0.0635	1.78
$γ_{2}$	-0.0319	-0.57
$γ_{3}$	-0.1193	-3.10
$γ_{4}$	0.1803	5.50
$γ_{5}$	-0.1622	-5.17
$γ_{6}$	0.1233	3.77
$γ_{7}$	-0.0932	-2.71
$γ_{8}$	0.0449	0.71

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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Volatility Forecasts