V-Lab: DHL Group MF2-GARCH Volatility Analysis

V-Lab

DHL Group MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:23.02% (+1.75%)

Analysis last updated: Wednesday, June 25, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0232	8.10
$β$	0.9290	308.43
$γ$	0.0576	15.65
$λ_{1}$	2.6724	0.01
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0063	0.00

Estimation Period:
Nov 17, 2000 to Jun 20, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts