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 Tuesday, November 12th, 2024:13.79% (-0.13%)

Analysis last updated: Tuesday, November 12, 2024 at 08:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0669	17.23
$β$	0.8065	76.49
$γ$	0.0473	8.50
$λ_{1}$	0.0258	2.78
$λ_{2}$	0.0552	2.39
$λ_{3}$	0.9350	35.26

Estimation Period:
Nov 15, 1996 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts