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

V-Lab

Deutsche Telekom AG Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:19.47% (+0.73%)

Analysis last updated: Thursday, June 12, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8388	4.20
$α$	0.0819	6.80
$β$	0.8601	45.27
$γ_{1}$	-0.0335	-0.44
$γ_{2}$	-0.1448	-1.37
$γ_{3}$	0.3841	6.25
$γ_{4}$	-0.3080	-4.83
$γ_{5}$	0.1625	2.02
$γ_{6}$	-0.1429	-1.66
$γ_{7}$	0.1651	2.18
$γ_{8}$	-0.1276	-1.68
$γ_{9}$	0.0454	0.36

Estimation Period:
Nov 15, 1996 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts