V-Lab

Deutsche Telekom AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 19th, 2025:23.91% (-1.17%)
Analysis last updated: Thursday, June 19, 2025 at 09:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Telekom AG S0GARCH
paramt-stat
ω0.83794.17
α0.08176.87
β0.861145.99
γ1-0.0405-0.53
γ2-0.1299-1.22
γ30.36785.95
γ4-0.2919-4.55
γ50.14871.85
γ6-0.1331-1.55
γ70.16002.17
γ8-0.1285-2.02
γ90.06531.47
Estimation Period:
Nov 15, 1996 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts