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

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Deutsche Telekom AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:20.05% (-0.45%)

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
$ω$	0.8230	4.19
$α$	0.0794	6.83
$β$	0.8615	45.27
$γ_{1}$	-0.0506	-0.69
$γ_{2}$	-0.1103	-1.08
$γ_{3}$	0.3558	6.00
$γ_{4}$	-0.2945	-4.90
$γ_{5}$	0.1603	2.15
$γ_{6}$	-0.1451	-1.80
$γ_{7}$	0.1725	2.43
$γ_{8}$	-0.1385	-2.21
$γ_{9}$	0.0676	1.51

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

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