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

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Deutsche Telekom AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:19.23% (+0.13%)

Analysis last updated: Friday, October 17, 2025 at 08:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0686	17.97
$β$	0.7985	73.76
$γ$	0.0459	8.51
$λ_{1}$	0.0303	2.74
$λ_{2}$	0.0618	2.31
$λ_{3}$	0.9268	30.00

Estimation Period:
Nov 15, 1996 to Oct 10, 2025

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