V-Lab
Deutsche Telekom AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
29.72%
decreased by 1.47%
1 Week
29.73%
decreased by 1.46%
1 Month
29.77%
decreased by 1.42%
Analysis last updated: Wednesday, August 26, 2026 at 08:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 15, 1996 to Aug 21, 2026Model Insight
With persistence 0.996, volatility shocks have a half-life of 164 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.96 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.8030 | 5.79*** |
α ARCH Response to squared shocks | 0.0578 | 66.18*** |
β GARCH Volatility persistence | 0.9958 | 1,369.70*** |
ν DF Student-t tail thickness | 4.9628 | 21.62*** |
Persistence:
0.996
Half-life:
164 days
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