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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8153	3.95***
α ARCH Response to squared shocks	0.0752	6.96***
β GARCH Volatility persistence	0.8727	48.70***

γ₁	-0.0662	-0.89
γ₂	-0.0742	-0.71
γ₃	0.3236	5.25***
γ₄	-0.2826	-4.73***
γ₅	0.1595	2.30**
γ₆	-0.1418	-1.89*
γ₇	0.1679	2.42**
γ₈	-0.1289	-2.00**
γ₉	0.0529	1.10

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Deutsche Telekom AG Zero Slope Spline-GARCH Volatility Analysis

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