V-Lab: DHL Group Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

DHL Group Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:29.05% (-0.85%)

Analysis last updated: Tuesday, November 12, 2024 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0815	8.49
$α$	0.0611	7.28
$β$	0.9192	94.32
$γ_{1}$	0.0024	1.54

Estimation Period:
Nov 17, 2000 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts