V-Lab

Deutsche Telekom AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:16.51% (-0.66%)
Analysis last updated: Wednesday, July 16, 2025 at 01:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Telekom AG S0GARCH
paramt-stat
ω0.83634.21
α0.08206.87
β0.859745.52
γ1-0.0428-0.57
γ2-0.1254-1.19
γ30.36535.98
γ4-0.2928-4.64
γ50.15181.92
γ6-0.1367-1.61
γ70.16482.25
γ8-0.1354-2.14
γ90.07101.61
Estimation Period:
Nov 15, 1996 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts