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

V-Lab

DHL Group GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:23.04% (+1.95%)

Analysis last updated: Wednesday, June 25, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0193	5.52
$α$	0.0655	24.29
$β$	0.9846	324.19
$ν$	5.6554	5.97

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