V-Lab: Deutsche Telekom AG AGARCH Volatility Analysis

V-Lab

Deutsche Telekom AG AGARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:29.30% (-1.81%)

Analysis last updated: Thursday, June 19, 2025 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0780	24.21
$α$	0.1235	61.16
$β$	0.8527	500.70
$γ$	0.2743	10.22

Estimation Period:
Nov 15, 1996 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts