DHL Group MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
31.67%
increased by 1.13%
1 Week
32.04%
increased by 1.50%
1 Month
32.86%
increased by 2.32%
Analysis last updated: Saturday, May 23, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0297 | 7.89 | |
| 0.8229 | 65.30 | |
| 0.0921 | 18.21 | |
| 0.0298 | 2.45 | |
| 0.0332 | 2.33 | |
| 0.9558 | 52.45 |
Estimation Period:
Nov 17, 2000 to May 22, 2026
Nov 17, 2000 to May 22, 2026
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