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 Monday, June 2nd, 2025:20.21% (-0.85%)

Analysis last updated: Saturday, May 31, 2025 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8314	4.07
$α$	0.0818	6.86
$β$	0.8611	45.96
$γ_{1}$	-0.0422	-0.54
$γ_{2}$	-0.1283	-1.18
$γ_{3}$	0.3679	5.91
$γ_{4}$	-0.2913	-4.52
$γ_{5}$	0.1477	1.83
$γ_{6}$	-0.1322	-1.53
$γ_{7}$	0.1592	2.15
$γ_{8}$	-0.1284	-2.01
$γ_{9}$	0.0661	1.48

Estimation Period:
Nov 15, 1996 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts