V-Lab: DHL Group MF2-GARCH Volatility Analysis

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V-Lab

DHL Group MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 7th, 2025:18.68% (-0.31%)

Analysis last updated: Tuesday, January 7, 2025 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0017	0.72
$β$	0.8926	223.26
$γ$	0.0794	23.20
$λ_{1}$	0.1310	1.37
$λ_{2}$	0.1697	1.69
$λ_{3}$	0.7776	5.60

Estimation Period:
Nov 17, 2000 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts