V-Lab: DHL Group MF2-GARCH Volatility Analysis

V-Lab

DHL Group MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:23.78% (-0.29%)

Analysis last updated: Thursday, June 12, 2025 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0205	5.56
$β$	0.8318	71.63
$γ$	0.0957	18.20
$λ_{1}$	0.0333	2.26
$λ_{2}$	0.0409	2.26
$λ_{3}$	0.9466	41.51

Estimation Period:
Nov 17, 2000 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts