V-Lab: DHL Group APARCH Volatility Analysis

V-Lab

DHL Group APARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:19.74% (-0.33%)

Analysis last updated: Saturday, June 21, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0369	21.54
$α$	0.0625	22.46
$β$	0.9304	359.64
$γ$	0.4996	14.95
$δ$	1.0465	23.76

Estimation Period:
Nov 17, 2000 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts