V-Lab: Deutsche Telekom AG Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Deutsche Telekom AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:19.09% (-0.71%)

Analysis last updated: Saturday, May 4, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7558	4.26
$α$	0.0781	7.08
$β$	0.8789	55.95
$γ_{1}$	-0.1240	-5.08
$γ_{2}$	0.1929	5.66
$γ_{3}$	-0.1020	-4.68
$γ_{4}$	0.0466	2.22
$γ_{5}$	-0.0141	-0.91

Estimation Period:
Nov 15, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts