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

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V-Lab

Deutsche Telekom AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:14.83% (-0.11%)

Analysis last updated: Tuesday, November 12, 2024 at 08:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7760	4.48
$α$	0.0789	7.06
$β$	0.8785	55.95
$γ_{1}$	-0.1170	-5.14
$γ_{2}$	0.1830	5.70
$γ_{3}$	-0.0977	-4.74
$γ_{4}$	0.0431	2.23
$γ_{5}$	-0.0104	-0.75

Estimation Period:
Nov 15, 1996 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts