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, November 20th, 2024:19.59% (-0.85%)

Analysis last updated: Thursday, November 21, 2024 at 12:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7765	4.50
$α$	0.0792	7.10
$β$	0.8780	56.03
$γ_{1}$	-0.1168	-5.15
$γ_{2}$	0.1828	5.71
$γ_{3}$	-0.0980	-4.78
$γ_{4}$	0.0442	2.30
$γ_{5}$	-0.0117	-0.84

Estimation Period:
Nov 15, 1996 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts