V-Lab: DHL Group Spline-GARCH Volatility Analysis

V-Lab

DHL Group Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:21.79% (-0.47%)

Analysis last updated: Thursday, June 19, 2025 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0894	8.60
$α$	0.0667	6.99
$β$	0.9108	82.50
$γ_{1}$	0.0025	1.71

Estimation Period:
Nov 17, 2000 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts