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, January 7th, 2025:15.10% (+1.61%)

Analysis last updated: Tuesday, January 7, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8362	4.00
$α$	0.0808	6.74
$β$	0.8641	46.72
$γ_{1}$	-0.0333	-0.40
$γ_{2}$	-0.1467	-1.29
$γ_{3}$	0.3783	5.82
$γ_{4}$	-0.2834	-4.11
$γ_{5}$	0.1290	1.50
$γ_{6}$	-0.1118	-1.23
$γ_{7}$	0.1342	1.75
$γ_{8}$	-0.1026	-1.57
$γ_{9}$	0.0519	1.14

Estimation Period:
Nov 15, 1996 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts