V-Lab: Deutsche Telekom AG MF2-GARCH Volatility Analysis

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V-Lab

Deutsche Telekom AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 7th, 2025:16.41% (+2.27%)

Analysis last updated: Tuesday, January 7, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0667	17.25
$β$	0.8060	76.59
$γ$	0.0481	8.64
$λ_{1}$	0.0250	2.78
$λ_{2}$	0.0540	2.40
$λ_{3}$	0.9365	36.18

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts