V-Lab: Deutsche Telekom AG GAS-GARCH Student T Volatility Analysis

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V-Lab

Deutsche Telekom AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:17.75% (-0.79%)

Analysis last updated: Thursday, November 21, 2024 at 12:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7464	5.85
$α$	0.0588	65.37
$β$	0.9958	1377.31
$ν$	5	21.06

Estimation Period:
Nov 15, 1996 to Nov 15, 2024