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

V-Lab

Deutsche Telekom AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:26.10% (+0.73%)

Analysis last updated: Wednesday, June 25, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0456	15.56
$α$	0.0656	22.12
$β$	0.9086	307.81
$γ$	0.0225	4.64

Estimation Period:
Nov 15, 1996 to Jun 20, 2025

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