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

V-Lab

Deutsche Telekom AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:23.65% (-0.76%)

Analysis last updated: Saturday, May 31, 2025 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0456	15.56
$α$	0.0657	22.12
$β$	0.9085	306.93
$γ$	0.0225	4.62

Estimation Period:
Nov 15, 1996 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts