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

V-Lab

Deutsche Bank AG Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 10th, 2025:33.17% (+1.83%)

Analysis last updated: Thursday, July 10, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9913	4.50
$α$	0.0649	8.92
$β$	0.9113	95.28
$γ_{1}$	0.0622	1.71
$γ_{2}$	-0.0274	-0.48
$γ_{3}$	-0.1261	-3.21
$γ_{4}$	0.1866	5.59
$γ_{5}$	-0.1655	-5.09
$γ_{6}$	0.1217	3.64
$γ_{7}$	-0.0825	-2.36
$γ_{8}$	0.0117	0.19

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts