V-Lab: DHL Group MF2-GARCH Volatility Analysis

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DHL Group MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:27.24% (+8.26%)

Analysis last updated: Friday, November 7, 2025 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0210	5.79
$β$	0.8316	70.14
$γ$	0.0950	18.12
$λ_{1}$	0.0361	2.25
$λ_{2}$	0.0435	2.18
$λ_{3}$	0.9426	37.38

Estimation Period:
Nov 17, 2000 to Oct 31, 2025

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