V-Lab: DHL Group MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

DHL Group MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:23.72% (-0.47%)

Analysis last updated: Sunday, November 30, 2025 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0242	7.00
$β$	0.8274	65.71
$γ$	0.0968	19.19
$λ_{1}$	0.0314	2.32
$λ_{2}$	0.0348	2.18
$λ_{3}$	0.9534	46.55

Estimation Period:
Nov 17, 2000 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts