Deutsche Telekom AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
30.91%
decreased by 1.55%
1 Week
30.91%
decreased by 1.55%
1 Month
30.91%
decreased by 1.55%
Analysis last updated: Thursday, July 16, 2026 at 06:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 15, 1996 to Jul 10, 2026Model Insight
With persistence 0.996, volatility shocks have a half-life of 162 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 | 3.7883 | 5.78*** |
α ARCH Response to squared shocks | 0.0579 | 65.98*** |
β GARCH Volatility persistence | 0.9957 | 1,351.07*** |
ν DF Student-t tail thickness | 4.9642 | 21.48*** |
Persistence:
0.996
Half-life:
162 days
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