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{name} Model Equation

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Param	Value	t-stat
ωconst	0.8125	3.88***
αARCH	0.0753	7.07***
βGARCH	0.8739	50.36***

γ₁	-0.0722	-0.97
γ₂	-0.0612	-0.59
γ₃	0.3119	4.98***
γ₄	-0.2761	-4.58***
γ₅	0.1549	2.28**
γ₆	-0.1350	-1.85*
γ₇	0.1598	2.34**
γ₈	-0.1193	-1.83*
γ₉	0.0439	0.89

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8125	3.88***
α ARCH Response to squared shocks	0.0753	7.07***
β GARCH Volatility persistence	0.8739	50.36***

γ₁	-0.0722	-0.97
γ₂	-0.0612	-0.59
γ₃	0.3119	4.98***
γ₄	-0.2761	-4.58***
γ₅	0.1549	2.28**
γ₆	-0.1350	-1.85*
γ₇	0.1598	2.34**
γ₈	-0.1193	-1.83*
γ₉	0.0439	0.89

V-Lab

Deutsche Telekom AG Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Deutsche Telekom AG Analyses