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

V-Lab

DHL Group GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:23.89% (-1.10%)

Analysis last updated: Saturday, August 30, 2025 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0191	5.54
$α$	0.0646	24.32
$β$	0.9847	328.35
$ν$	5.6729	5.91

Estimation Period:
Nov 17, 2000 to Aug 29, 2025