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

V-Lab

Deutsche Telekom AG GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:21.74% (+1.07%)

Analysis last updated: Friday, July 11, 2025 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0455	15.56
$α$	0.0656	22.12
$β$	0.9087	307.71
$γ$	0.0223	4.58

Estimation Period:
Nov 15, 1996 to Jul 4, 2025

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