DHL Group MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
27.00%
decreased by 0.47%
1 Week
28.08%
increased by 0.61%
1 Month
30.07%
increased by 2.60%
Analysis last updated: Saturday, June 6, 2026 at 08:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0297 | 7.88 | |
| 0.8225 | 65.84 | |
| 0.0927 | 18.35 | |
| 0.0294 | 2.47 | |
| 0.0324 | 2.36 | |
| 0.9567 | 54.20 |
Estimation Period:
Nov 17, 2000 to Jun 5, 2026
Nov 17, 2000 to Jun 5, 2026
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