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 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 ·

Parameter Estimates

	param	t-stat
$ω$	0.8363	4.21
$α$	0.0820	6.87
$β$	0.8597	45.52
$γ_{1}$	-0.0428	-0.57
$γ_{2}$	-0.1254	-1.19
$γ_{3}$	0.3653	5.98
$γ_{4}$	-0.2928	-4.64
$γ_{5}$	0.1518	1.92
$γ_{6}$	-0.1367	-1.61
$γ_{7}$	0.1648	2.25
$γ_{8}$	-0.1354	-2.14
$γ_{9}$	0.0710	1.61

Estimation Period:
Nov 15, 1996 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts