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V-Lab

Deutsche Telekom AG GJR-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

28.52%

decreased by 1.12%

1 Week

28.51%

decreased by 1.13%

1 Month

28.46%

decreased by 1.18%

Analysis last updated: Wednesday, August 26, 2026 at 08:14 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 Aug 21, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 29% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0433
15.46***
α

ARCH

Response to squared shocks

0.0638
22.40***
β

GARCH

Volatility persistence

0.9132
328.50***
γ

leverage

Additional response to negative shocks

0.0182
3.95***

Persistence:

0.986

Half-life:

50 days