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 Monday, September 1st, 2025:16.51% (-0.44%)

Analysis last updated: Saturday, August 30, 2025 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8240	4.11
$α$	0.0788	6.77
$β$	0.8638	45.68
$γ_{1}$	-0.0476	-0.63
$γ_{2}$	-0.1173	-1.11
$γ_{3}$	0.3610	5.97
$γ_{4}$	-0.2936	-4.75
$γ_{5}$	0.1554	2.02
$γ_{6}$	-0.1400	-1.69
$γ_{7}$	0.1671	2.31
$γ_{8}$	-0.1334	-2.09
$γ_{9}$	0.0652	1.43

Estimation Period:
Nov 15, 1996 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts