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

V-Lab

DHL Group GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:23.55% (-0.14%)

Analysis last updated: Wednesday, July 16, 2025 at 01:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0239	5.53
$α$	0.0652	24.27
$β$	0.9846	326.48
$ν$	5.6709	5.94

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