V-Lab: DHL Group MF2-GARCH Volatility Analysis

V-Lab

DHL Group MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:23.65% (-0.66%)

Analysis last updated: Saturday, August 30, 2025 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0203	5.58
$β$	0.8331	72.20
$γ$	0.0954	18.31
$λ_{1}$	0.0344	2.29
$λ_{2}$	0.0412	2.25
$λ_{3}$	0.9457	40.89

Estimation Period:
Nov 17, 2000 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts