V-Lab: DHL Group GJR-GARCH Volatility Analysis

V-Lab

DHL Group GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:23.05% (+1.98%)

Analysis last updated: Wednesday, June 25, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0602	19.17
$α$	0.0246	8.26
$β$	0.9207	338.25
$γ$	0.0650	11.92

Estimation Period:
Nov 17, 2000 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts