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 Tuesday, November 12th, 2024:15.50% (-0.12%)

Analysis last updated: Tuesday, November 12, 2024 at 08:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7314	5.86
$α$	0.0588	65.50
$β$	0.9958	1394.73
$ν$	5	21.02

Estimation Period:
Nov 15, 1996 to Nov 8, 2024