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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	0.0289	1.55
αARCH	0.1578	10.48***
βGARCH	0.8361	65.30***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0289	1.55
α ARCH Response to squared shocks	0.1578	10.48***
β GARCH Volatility persistence	0.8361	65.30***

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Deutsche Telekom AG MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Deutsche Telekom AG Analyses