V-Lab: Deutsche Telekom AG GJR-GARCH Volatility Analysis

V-Lab

Deutsche Telekom AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:25.11% (-0.92%)

Analysis last updated: Thursday, July 31, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0448	15.49
$α$	0.0641	21.88
$β$	0.9104	312.09
$γ$	0.0223	4.65

Estimation Period:
Nov 15, 1996 to Jul 25, 2025

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