V-Lab: Deutsche Telekom AG EGARCH Volatility Analysis

V-Lab

Deutsche Telekom AG EGARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:27.02% (-1.30%)

Analysis last updated: Saturday, June 21, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0258	14.25
$α$	0.1506	29.94
$β$	0.9825	835.47
$γ$	-0.0246	-6.40

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts