V-Lab: Deutsche Telekom AG Spline-GARCH Volatility Analysis

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V-Lab

Deutsche Telekom AG Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:11.30% (-0.12%)

Analysis last updated: Tuesday, November 12, 2024 at 08:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8412	4.24
$α$	0.0828	6.66
$β$	0.8570	43.61
$γ_{1}$	-0.0245	-0.31
$γ_{2}$	-0.1648	-1.50
$γ_{3}$	0.3941	6.20
$γ_{4}$	-0.2917	-4.27
$γ_{5}$	0.1289	1.51
$γ_{6}$	-0.0976	-1.10
$γ_{7}$	0.0877	1.17
$γ_{8}$	0.0073	0.10
$γ_{9}$	-0.2171	-2.01

Estimation Period:
Nov 15, 1996 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts