V-Lab: DHL Group Asy. MEM Volatility Analysis

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V-Lab

DHL Group Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:29.76% (-2.56%)

Analysis last updated: Tuesday, November 12, 2024 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1065	28.21
$α$	0.1204	26.46
$β$	0.8079	250.65
$γ$	0.0656	7.62

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts