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

V-Lab

Deutsche Telekom AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:32.89% (-2.17%)

Analysis last updated: Saturday, August 9, 2025 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0668	17.64
$β$	0.7998	74.00
$γ$	0.0484	8.93
$λ_{1}$	0.0310	2.72
$λ_{2}$	0.0631	2.29
$λ_{3}$	0.9255	29.13

Estimation Period:
Nov 15, 1996 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts