V-Lab: Deutsche Telekom AG Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Deutsche Telekom AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:25.15% (+0.30%)

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
$ω$	0.8306	4.03
$α$	0.0818	6.78
$β$	0.8610	45.89
$γ_{1}$	-0.0383	-0.48
$γ_{2}$	-0.1374	-1.24
$γ_{3}$	0.3737	5.89
$γ_{4}$	-0.2870	-4.31
$γ_{5}$	0.1375	1.65
$γ_{6}$	-0.1211	-1.38
$γ_{7}$	0.1455	1.95
$γ_{8}$	-0.1140	-1.78
$γ_{9}$	0.0580	1.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts