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

V-Lab

DHL Group GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:28.38% (-1.34%)

Analysis last updated: Sunday, May 11, 2025 at 03:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0540	5.38
$α$	0.0648	24.51
$β$	0.9851	327.50
$ν$	5.6673	5.95

Estimation Period:
Nov 17, 2000 to May 9, 2025