V-Lab: Deutsche Telekom AG Zero Slope Spline-GARCH Volatility Analysis

Skip to main content

V-Lab

Deutsche Telekom AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:17.40% (-0.27%)

Analysis last updated: Sunday, November 30, 2025 at 02:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8211	4.22
$α$	0.0789	6.81
$β$	0.8615	45.00
$γ_{1}$	-0.0520	-0.71
$γ_{2}$	-0.1074	-1.06
$γ_{3}$	0.3537	6.02
$γ_{4}$	-0.2948	-4.97
$γ_{5}$	0.1622	2.21
$γ_{6}$	-0.1474	-1.86
$γ_{7}$	0.1758	2.51
$γ_{8}$	-0.1436	-2.31
$γ_{9}$	0.0721	1.62

Estimation Period:
Nov 15, 1996 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts