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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	0.0623	19.18***
β GARCH Volatility persistence	0.7941	99.80***
γ leverage Additional response to negative shocks	0.0404	8.25***
λ₁ tau intercept Baseline long-term coefficient	0.1273	1.72*
λ₂ forecast adj. Forecast performance sensitivity	0.2565	2.04**
λ₃ tau persistence Long-term factor persistence	0.6972	4.64***

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Deutsche Telekom AG MF2-GARCH Volatility Analysis

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