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 Tuesday, January 7th, 2025:17.10% (+1.51%)

Analysis last updated: Tuesday, January 7, 2025 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9909	5.39
$α$	0.0638	24.55
$β$	0.9857	339.56
$ν$	6	5.85

Estimation Period:
Nov 17, 2000 to Jan 3, 2025