V-Lab: Deutsche Telekom AG MF2-GARCH Volatility Analysis

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V-Lab

Deutsche Telekom AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:15.64% (-0.23%)

Analysis last updated: Saturday, May 18, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0657	17.06
$β$	0.8071	75.19
$γ$	0.0477	8.52
$λ_{1}$	0.0292	2.72
$λ_{2}$	0.0564	2.30
$λ_{3}$	0.9327	32.82

Estimation Period:
Nov 15, 1996 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts