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

V-Lab

Deutsche Telekom AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:21.91% (-0.13%)

Analysis last updated: Sunday, May 11, 2025 at 03:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0681	17.74
$β$	0.7994	75.65
$γ$	0.0494	9.03
$λ_{1}$	0.0302	2.80
$λ_{2}$	0.0615	2.35
$λ_{3}$	0.9273	30.78

Estimation Period:
Nov 15, 1996 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts