V-Lab: DHL Group MF2-GARCH Volatility Analysis

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V-Lab

DHL Group MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:30.99% (-1.61%)

Analysis last updated: Saturday, November 9, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0014	0.62
$β$	0.8941	227.45
$γ$	0.0803	23.56
$λ_{1}$	0.1134	1.74
$λ_{2}$	0.1439	2.38
$λ_{3}$	0.8112	9.45

Estimation Period:
Nov 17, 2000 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts