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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	0.0231	4.97***
αARCH	0.1585	9.56***
βGARCH	0.8415	54.06***
γleverage	0.0824	3.37***
δpower	1.3233	5.00***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0231	4.97***
α ARCH Response to squared shocks	0.1585	9.56***
β GARCH Volatility persistence	0.8415	54.06***
γ leverage Additional response to negative shocks	0.0824	3.37***
δ power Transformation power	1.3233	5.00***

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Deutsche Telekom AG Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Deutsche Telekom AG Analyses