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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0604	6.47***
αARCH	0.1810	14.21***
βGARCH	0.7848	53.25***
γleverage	0.1348	4.12***
δpower	0.5172	2.90***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0604	6.47***
α ARCH Response to squared shocks	0.1810	14.21***
β GARCH Volatility persistence	0.7848	53.25***
γ leverage Additional response to negative shocks	0.1348	4.12***
δ power Transformation power	0.5172	2.90***

V-Lab

DHL AG Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other DHL AG Analyses