V-Lab: DHL Group GAS-GARCH Student T Volatility Analysis

V-Lab

DHL Group GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:44.03% (-2.60%)

Analysis last updated: Thursday, April 17, 2025 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1098	5.22
$α$	0.0649	24.77
$β$	0.9857	330.90
$ν$	5.6890	5.98

Estimation Period:
Nov 17, 2000 to Apr 11, 2025