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

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V-Lab

DHL Group GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:26.62% (-1.23%)

Analysis last updated: Tuesday, November 12, 2024 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0286	5.38
$α$	0.0633	24.51
$β$	0.9859	342.92
$ν$	6	5.81

Estimation Period:
Nov 17, 2000 to Nov 8, 2024