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

V-Lab

Deutsche Telekom AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:22.95% (-0.68%)

Analysis last updated: Saturday, August 23, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0443	15.43
$α$	0.0640	21.88
$β$	0.9112	314.98
$γ$	0.0210	4.40

Estimation Period:
Nov 15, 1996 to Aug 22, 2025

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