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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Telekom AG AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 15, 1996 to Aug 7, 2026

Model 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

ParameterValuet-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