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V-Lab

Deutsche Telekom AG GJR-GARCH Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

30.62%

decreased by 1.24%

1 Week

30.55%

decreased by 1.31%

1 Month

30.29%

decreased by 1.57%

Analysis last updated: Thursday, July 16, 2026 at 06:40 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 10, 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

0.0435
15.49***
α

ARCH

Response to squared shocks

0.0641
22.32***
β

GARCH

Volatility persistence

0.9129
326.60***
γ

leverage

Additional response to negative shocks

0.0181
3.91***

Persistence:

0.986

Half-life:

49 days