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

V-Lab

DHL Group GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:19.55% (+0.17%)

Analysis last updated: Saturday, June 21, 2025 at 11:03 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