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, March 5th, 2025:25.72% (+0.81%)

Analysis last updated: Wednesday, March 5, 2025 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0674	17.56
$β$	0.8027	75.98
$γ$	0.0491	8.92
$λ_{1}$	0.0273	2.78
$λ_{2}$	0.0566	2.38
$λ_{3}$	0.9331	33.94

Estimation Period:
Nov 15, 1996 to Feb 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts