V-Lab: DHL Group MF2-GARCH Volatility Analysis

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V-Lab

DHL Group MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:25.83% (-0.19%)

Analysis last updated: Thursday, November 21, 2024 at 12:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0011	0.47
$β$	0.8948	229.62
$γ$	0.0798	23.53
$λ_{1}$	0.1210	1.59
$λ_{2}$	0.1538	2.07
$λ_{3}$	0.7982	7.65

Estimation Period:
Nov 17, 2000 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts