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

V-Lab

Deutsche Telekom AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:17.49% (-0.68%)

Analysis last updated: Friday, September 26, 2025 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8280	4.18
$α$	0.0782	6.77
$β$	0.8647	45.90
$γ_{1}$	-0.0472	-0.63
$γ_{2}$	-0.1165	-1.12
$γ_{3}$	0.3595	5.97
$γ_{4}$	-0.2943	-4.80
$γ_{5}$	0.1577	2.07
$γ_{6}$	-0.1424	-1.73
$γ_{7}$	0.1694	2.35
$γ_{8}$	-0.1348	-2.11
$γ_{9}$	0.0650	1.42

Estimation Period:
Nov 15, 1996 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts