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

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V-Lab

DHL Group GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:26.52% (-0.18%)

Analysis last updated: Thursday, November 21, 2024 at 12:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0267	5.40
$α$	0.0633	24.57
$β$	0.9859	343.88
$ν$	6	5.80

Estimation Period:
Nov 17, 2000 to Nov 15, 2024