V-Lab
Deutsche Telekom AG Asy. MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
32.45%
increased by 0.02%
1 Week
32.45%
increased by 0.02%
1 Month
32.46%
increased by 0.03%
Analysis last updated: Saturday, August 8, 2026 at 08:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 15, 1996 to Aug 7, 2026Model Insight
With persistence 0.993, volatility shocks have a half-life of 99 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Leverage: Negative returns increase volatility 31% more than positive returns
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0293 | 19.61*** |
α ARCH Response to squared shocks | 0.1336 | 33.21*** |
β GARCH Volatility persistence | 0.8387 | 269.23*** |
γ leverage Additional response to negative shocks | 0.0415 | 7.51*** |
Persistence:
0.993
Half-life:
99 days
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