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, April 22nd, 2024:24.76% (-0.82%)

Analysis last updated: Saturday, April 20, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7577	4.26
$α$	0.0782	7.08
$β$	0.8793	56.20
$γ_{1}$	-0.1242	-5.07
$γ_{2}$	0.1932	5.64
$γ_{3}$	-0.1022	-4.66
$γ_{4}$	0.0467	2.21
$γ_{5}$	-0.0143	-0.91

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts