V-Lab: DHL Group MF2-GARCH Volatility Analysis

V-Lab

DHL Group MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:21.37% (-0.57%)

Analysis last updated: Friday, September 26, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0208	5.72
$β$	0.8322	71.46
$γ$	0.0950	18.22
$λ_{1}$	0.0346	2.29
$λ_{2}$	0.0414	2.24
$λ_{3}$	0.9454	40.54

Estimation Period:
Nov 17, 2000 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts