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 Thursday, June 19th, 2025:23.91% (-1.17%)

Analysis last updated: Thursday, June 19, 2025 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8379	4.17
$α$	0.0817	6.87
$β$	0.8611	45.99
$γ_{1}$	-0.0405	-0.53
$γ_{2}$	-0.1299	-1.22
$γ_{3}$	0.3678	5.95
$γ_{4}$	-0.2919	-4.55
$γ_{5}$	0.1487	1.85
$γ_{6}$	-0.1331	-1.55
$γ_{7}$	0.1600	2.17
$γ_{8}$	-0.1285	-2.02
$γ_{9}$	0.0653	1.47

Estimation Period:
Nov 15, 1996 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts