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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0624	19.22***
β GARCH Volatility persistence	0.7945	100.30***
γ leverage Additional response to negative shocks	0.0405	8.26***
λ₁ tau intercept Baseline long-term coefficient	0.1277	1.73*
λ₂ forecast adj. Forecast performance sensitivity	0.2571	2.05**
λ₃ tau persistence Long-term factor persistence	0.6966	4.64***

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Deutsche Telekom AG MF2-GARCH Volatility Analysis

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