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

V-Lab

Deutsche Bank AG Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:28.69% (+3.05%)

Analysis last updated: Wednesday, September 17, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9920	4.50
$α$	0.0639	8.91
$β$	0.9125	96.48
$γ_{1}$	0.0630	1.76
$γ_{2}$	-0.0304	-0.54
$γ_{3}$	-0.1214	-3.13
$γ_{4}$	0.1821	5.52
$γ_{5}$	-0.1628	-5.13
$γ_{6}$	0.1219	3.70
$γ_{7}$	-0.0878	-2.51
$γ_{8}$	0.0268	0.40

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts