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

V-Lab

DHL Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:29.57% (-1.01%)

Analysis last updated: Sunday, May 11, 2025 at 03:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9515	9.03
$α$	0.0651	6.74
$β$	0.9152	85.63
$γ_{1}$	-0.0001	-0.14

Estimation Period:
Nov 17, 2000 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts