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V-Lab

DHL Group EGARCH Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

23.63%

decreased by 0.62%

1 Week

23.85%

decreased by 0.40%

1 Month

24.60%

increased by 0.35%

Analysis last updated: Thursday, July 16, 2026 at 06:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DHL Group EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 17, 2000 to Jul 10, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 180% more than equivalent positive returns.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0266
10.32***
α

ARCH

Response to squared shocks

0.1193
25.16***
β

GARCH

Volatility persistence

0.9781
822.59***
γ

leverage

Additional response to negative shocks

-0.0566
-16.53***

Persistence:

0.978

Half-life:

31 days