DHL AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, October 14th, 2026
1 Day
24.32%
decreased by 0.98%
1 Week
24.43%
decreased by 0.87%
1 Month
24.82%
decreased by 0.48%
Analysis last updated: Wednesday, October 14, 2026 at 07:35 PM UTC
Press Delete or Backspace to remove this series.
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 17, 2000 to Oct 9, 2026Model Insight
Volatility shocks decay with a half-life of 41 trading days, meaning a shock loses half its impact after approximately 41 days. Returns follow a Student-t distribution with v = 5.52 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
Shock decay: Shocks decay with a 41-day half-lifev = 5.52 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 2.9932 | 1.44 |
| αARCH | 0.0659 | 6.05*** |
| βGARCH | 0.9833 | 79.15*** |
| νDF | 5.5229 | 1.54 |
0.983
Persistence41d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.9932 | 1.44 |
α ARCH Response to squared shocks | 0.0659 | 6.05*** |
β GARCH Volatility persistence | 0.9833 | 79.15*** |
ν DF Student-t tail thickness | 5.5229 | 1.54 |
Persistence:
0.983
Half-life:
41 days
Other GAS-GARCH Student T Analyses on International Equities