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

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V-Lab

Deutsche Telekom AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.38% (-0.80%)

Analysis last updated: Saturday, April 20, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0477	15.05
$α$	0.0654	21.73
$β$	0.9085	301.41
$γ$	0.0224	4.44

Estimation Period:
Nov 15, 1996 to Apr 19, 2024

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