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 Tuesday, April 15th, 2025:30.06% (+0.46%)

Analysis last updated: Wednesday, April 16, 2025 at 02:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8335	4.08
$α$	0.0833	6.91
$β$	0.8588	45.84
$γ_{1}$	-0.0415	-0.53
$γ_{2}$	-0.1309	-1.20
$γ_{3}$	0.3697	5.90
$γ_{4}$	-0.2883	-4.40
$γ_{5}$	0.1416	1.72
$γ_{6}$	-0.1254	-1.44
$γ_{7}$	0.1504	2.02
$γ_{8}$	-0.1183	-1.85
$γ_{9}$	0.0593	1.34

Estimation Period:
Nov 15, 1996 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts