V-Lab: Deutsche Telekom AG Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Deutsche Telekom AG Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:13.43% (-0.83%)

Analysis last updated: Tuesday, November 12, 2024 at 08:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0220	18.96
$α$	0.1581	37.26
$β$	0.8419	215.42
$γ$	0.0857	13.69
$δ$	1.3895	20.61

Estimation Period:
Nov 15, 1996 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts