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 Wednesday, June 25th, 2025:22.93% (+1.34%)

Analysis last updated: Wednesday, June 25, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8374	4.21
$α$	0.0824	6.90
$β$	0.8593	45.58
$γ_{1}$	-0.0412	-0.54
$γ_{2}$	-0.1286	-1.22
$γ_{3}$	0.3674	6.00
$γ_{4}$	-0.2929	-4.62
$γ_{5}$	0.1505	1.89
$γ_{6}$	-0.1348	-1.58
$γ_{7}$	0.1622	2.21
$γ_{8}$	-0.1319	-2.08
$γ_{9}$	0.0682	1.54

Estimation Period:
Nov 15, 1996 to Jun 20, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts