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V-Lab

Deutsche Telekom AG GJR-GARCH Volatility Analysis

Volatility prediction for Friday, August 7th, 2026

1 Day

39.93%

increased by 7.16%

1 Week

39.65%

increased by 6.88%

1 Month

38.61%

increased by 5.84%

Analysis last updated: Friday, August 7, 2026 at 06:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Telekom AG GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 15, 1996 to Jul 31, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 28% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0434
15.47***
α

ARCH

Response to squared shocks

0.0639
22.30***
β

GARCH

Volatility persistence

0.9131
327.53***
γ

leverage

Additional response to negative shocks

0.0179
3.88***

Persistence:

0.986

Half-life:

49 days