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

V-Lab

DHL Group GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:19.92% (-0.92%)

Analysis last updated: Friday, September 26, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0029	5.58
$α$	0.0650	24.27
$β$	0.9845	325.67
$ν$	5.6719	5.91

Estimation Period:
Nov 17, 2000 to Sep 19, 2025