V-Lab: Deutsche Telekom AG APARCH Volatility Analysis

V-Lab

Deutsche Telekom AG APARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:26.39% (-1.24%)

Analysis last updated: Saturday, June 21, 2025 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0353	14.22
$α$	0.0827	27.86
$β$	0.9170	294.95
$γ$	0.1515	8.16
$δ$	1.3469	26.64

Estimation Period:
Nov 15, 1996 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts