V-Lab: DHL Group MF2-GARCH Volatility Analysis

V-Lab

DHL Group MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:48.26% (-1.29%)

Analysis last updated: Wednesday, April 16, 2025 at 02:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0185	5.12
$β$	0.8358	71.14
$γ$	0.0943	18.00
$λ_{1}$	0.0333	2.13
$λ_{2}$	0.0432	2.12
$λ_{3}$	0.9446	37.51

Estimation Period:
Nov 17, 2000 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts