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, October 17th, 2025:14.32% (+0.20%)

Analysis last updated: Friday, October 17, 2025 at 08:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8236	4.18
$α$	0.0789	6.77
$β$	0.8627	45.25
$γ_{1}$	-0.0497	-0.67
$γ_{2}$	-0.1122	-1.09
$γ_{3}$	0.3574	5.99
$γ_{4}$	-0.2951	-4.88
$γ_{5}$	0.1603	2.13
$γ_{6}$	-0.1453	-1.79
$γ_{7}$	0.1737	2.44
$γ_{8}$	-0.1419	-2.24
$γ_{9}$	0.0719	1.58

Estimation Period:
Nov 15, 1996 to Oct 10, 2025

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Volatility Forecasts