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{name} Model Equation

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Param	Value	t-stat
ωconst	0.8127	3.89***
αARCH	0.0755	7.05***
βGARCH	0.8733	49.84***

γ₁	-0.0708	-0.95
γ₂	-0.0644	-0.62
γ₃	0.3148	5.05***
γ₄	-0.2775	-4.61***
γ₅	0.1558	2.28**
γ₆	-0.1366	-1.87*
γ₇	0.1625	2.37**
γ₈	-0.1244	-1.91*
γ₉	0.0496	1.01

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8127	3.89***
α ARCH Response to squared shocks	0.0755	7.05***
β GARCH Volatility persistence	0.8733	49.84***

γ₁	-0.0708	-0.95
γ₂	-0.0644	-0.62
γ₃	0.3148	5.05***
γ₄	-0.2775	-4.61***
γ₅	0.1558	2.28**
γ₆	-0.1366	-1.87*
γ₇	0.1625	2.37**
γ₈	-0.1244	-1.91*
γ₉	0.0496	1.01

V-Lab

Deutsche Telekom AG Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Deutsche Telekom AG Analyses