V-Lab: DHL Group GJR-GARCH Volatility Analysis

V-Lab

DHL Group GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, October 3rd, 2025:19.19% (-0.07%)

Analysis last updated: Friday, October 3, 2025 at 09:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0598	19.17
$α$	0.0244	8.25
$β$	0.9212	340.82
$γ$	0.0646	11.94

Estimation Period:
Nov 17, 2000 to Sep 26, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts