V-Lab: DHL Group MF2-GARCH Volatility Analysis

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DHL Group MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:18.65% (-0.22%)

Analysis last updated: Friday, October 17, 2025 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0211	5.80
$β$	0.8317	70.85
$γ$	0.0950	18.18
$λ_{1}$	0.0353	2.28
$λ_{2}$	0.0422	2.22
$λ_{3}$	0.9442	39.24

Estimation Period:
Nov 17, 2000 to Oct 10, 2025

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