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, May 12th, 2025:20.03% (-0.16%)

Analysis last updated: Sunday, May 11, 2025 at 03:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8315	4.09
$α$	0.0826	6.89
$β$	0.8597	45.76
$γ_{1}$	-0.0426	-0.54
$γ_{2}$	-0.1286	-1.18
$γ_{3}$	0.3684	5.92
$γ_{4}$	-0.2897	-4.47
$γ_{5}$	0.1447	1.78
$γ_{6}$	-0.1288	-1.49
$γ_{7}$	0.1549	2.09
$γ_{8}$	-0.1237	-1.94
$γ_{9}$	0.0631	1.42

Estimation Period:
Nov 15, 1996 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts