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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0251	3.69***
αARCH	0.1455	7.64***
βGARCH	0.9830	219.62***
γleverage	-0.0230	-1.55

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0251	3.69***
α ARCH Response to squared shocks	0.1455	7.64***
β GARCH Volatility persistence	0.9830	219.62***
γ leverage Additional response to negative shocks	-0.0230	-1.55

V-Lab

Deutsche Telekom AG EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Deutsche Telekom AG Analyses