V-Lab: DHL Group Zero Slope Spline-GARCH Volatility Analysis

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DHL Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:26.42% (-1.00%)

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
$ω$	0.7810	4.57
$α$	0.0745	6.32
$β$	0.8738	49.14
$γ_{1}$	-0.2495	-3.28
$γ_{2}$	0.4433	4.09
$γ_{3}$	-0.3427	-5.21
$γ_{4}$	0.2381	3.94
$γ_{5}$	-0.1551	-2.59
$γ_{6}$	0.1468	2.44
$γ_{7}$	-0.1322	-2.26
$γ_{8}$	0.0597	1.37

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts