V-Lab: DHL Group Asy. MEM Volatility Analysis

V-Lab

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V-Lab

DHL Group Asy. MEM Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:19.68% (-0.67%)

Analysis last updated: Saturday, May 18, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1022	29.66
$α$	0.1207	29.46
$β$	0.8059	246.08
$γ$	0.0729	9.39

Estimation Period:
Nov 17, 2000 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts