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 Wednesday, November 20th, 2024:18.15% (-1.03%)

Analysis last updated: Thursday, November 21, 2024 at 12:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0665	17.25
$β$	0.8057	76.42
$γ$	0.0487	8.73
$λ_{1}$	0.0271	2.78
$λ_{2}$	0.0562	2.37
$λ_{3}$	0.9336	34.23

Estimation Period:
Nov 15, 1996 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts