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

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Deutsche Telekom AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:22.42% (-0.64%)

Analysis last updated: Friday, November 7, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0684	17.95
$β$	0.7989	74.21
$γ$	0.0466	8.64
$λ_{1}$	0.0296	2.75
$λ_{2}$	0.0603	2.32
$λ_{3}$	0.9286	30.90

Estimation Period:
Nov 15, 1996 to Oct 31, 2025

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