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

V-Lab

Deutsche Telekom AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 7th, 2025:17.45% (-0.42%)

Analysis last updated: Tuesday, October 7, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0442	15.40
$α$	0.0647	22.02
$β$	0.9112	314.98
$γ$	0.0193	4.06

Estimation Period:
Nov 15, 1996 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts