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

V-Lab

Deutsche Telekom AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:32.10% (-0.49%)

Analysis last updated: Thursday, April 17, 2025 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8383	5.85
$α$	0.0595	65.80
$β$	0.9958	1,386.91
$ν$	5.0520	21.22

Estimation Period:
Nov 15, 1996 to Apr 11, 2025