V-Lab
Deutsche Telekom AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, September 21st, 2026
1 Day
28.16%
1 Week
28.18%
1 Month
28.28%
Analysis last updated: Saturday, September 19, 2026 at 08:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 15, 1996 to Sep 18, 2026Model Insight
With persistence 0.996, volatility shocks have a half-life of 161 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.
GAS-GARCH-T Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 3.7681 | 1.44 |
| αARCH | 0.0577 | 16.52*** |
| βGARCH | 0.9957 | 334.58*** |
| νDF | 4.9560 | 5.35*** |
0.996
Persistence161d
Half-lifeGAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.7681 | 1.44 |
α ARCH Response to squared shocks | 0.0577 | 16.52*** |
β GARCH Volatility persistence | 0.9957 | 334.58*** |
ν DF Student-t tail thickness | 4.9560 | 5.35*** |
Persistence:
0.996
Half-life:
161 days
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