V-Lab: DHL Group MF2-GARCH Volatility Analysis

V-Lab

DHL Group MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:26.52% (-0.52%)

Analysis last updated: Saturday, May 31, 2025 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0202	5.50
$β$	0.8318	71.39
$γ$	0.0956	18.18
$λ_{1}$	0.0330	2.25
$λ_{2}$	0.0409	2.25
$λ_{3}$	0.9467	41.49

Estimation Period:
Nov 17, 2000 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts